On the use of functional calculus for phase-type and related distributions

DOI10.1080/15326349.2015.1064773zbMath1348.60120OpenAlexW2297258694MaRDI QIDQ2803400

Mogens Bladt, Bo Friis Nielsen, Azucena Campillo Navarro

Publication date: 4 May 2016

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://orbit.dtu.dk/en/publications/on-the-use-of-functional-calculus-for-phasetype-and-related-distributions(6a1a9683-151c-46f9-9f89-d5ca1ac9ca47).html

zbMATH Keywords

Mellin transformfunctional calculuscomplex analysisMarkov jump processphase-type distributionsmatrix-exponential

Mathematics Subject Classification ID

Related Items (2)

On a Dirichlet process mixture representation of phase-type distributions ⋮ Concomitants of order statistics from bivariate phase-type distributions with continuous density functions

Cites Work

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• Calculation of ruin probabilities for a dense class of heavy tailed distributions
• Applied Probability and Queues
• Matrix‐Exponential Distributions: Calculus and Interpretations via Flows
• Marked point processes as limits of Markovian arrival streams
• Functions of Matrices
• A Review on Phase-type Distributions and their Use in Risk Theory

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