Moment characterization of matrix exponential and Markovian arrival processes (Q928200)

The authors establish a relation between the various moments of a matrix exponential and Markovian processes. They present an algorithm to determine any moment and joint moment of the matrix exponential process based on a set of required low order moments. Following \textit{Q.-M. He} and \textit{H. Zhang} [Adv. Appl. Probab. 39, No.~1, 271--292 (2007; Zbl 1114.60013)], the authors investigate through examples the connection between parameters of a matrix exponential distribution and the moment matching problem. They demonstrate the use of these moment relations.