Phase-type distributions and the structure of finite Markov chains

DOI10.1016/0377-0427(93)90040-IzbMath0778.60007WikidataQ62796168 ScholiaQ62796168MaRDI QIDQ1801859

Robert S. Maier

Publication date: 5 January 1994

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

phase-type distributionsfinite-state Markov chainMarkov chain representations

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Probability distributions: general theory (60E05) Queueing theory (aspects of probability theory) (60K25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items

A compound negative binomial distribution with mutative termination conditions based on a change point ⋮ Compound Markov negative binomial distribution

Cites Work

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• Positive rational sequences
• Characterization of phase-type distributions
• The algebraic construction of phase-type distributions
• A closure characterisation of phase-type distributions
• Characterization of the structure-generating functions of regular sets and the DOL growth functions
• Matching moments to phase distributions: Mixtures of erlang distributions of common order