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The algebraic construction of phase-type distributions - MaRDI portal

The algebraic construction of phase-type distributions (Q3987852)

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scientific article; zbMATH DE number 31776
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English
The algebraic construction of phase-type distributions
scientific article; zbMATH DE number 31776

    Statements

    The algebraic construction of phase-type distributions (English)
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    28 June 1992
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    first passage times
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    Laplace transforms
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    probability distribution of discrete phase-type
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    rational generating function
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    characterisation of discrete phase-type distributions
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    continuous phase-type distributions
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