Characterisation of multivariate phase type distributions

DOI10.1007/s11134-022-09802-6zbMath1491.90056OpenAlexW4223466823MaRDI QIDQ2146389

Bo Friis Nielsen

Publication date: 16 June 2022

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11134-022-09802-6

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Characterization and structure theory of statistical distributions (62E10)

Cites Work

• Phase-type distributions in population genetics
• Multivariate risk model of phase type
• Matrix-Exponential Distributions in Applied Probability
• Multivariate Phase-Type Distributions
• Characterization of phase-type distributions
• Multivariate Matrix-Exponential Distributions
• A New Class of Multivariate Phase Type Distributions
• Parisian types of ruin probabilities for a class of dependent risk-reserve processes
• Bilateral Phase Type Distributions

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