Algorithms for Coxianization of Phase-Type Generators

DOI10.1287/ijoc.1100.0383zbMath1243.60011OpenAlexW2116913423MaRDI QIDQ2899109

Jungong Xue, Qi-Ming He, Han-Qin Zhang

Publication date: 28 July 2012

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/ijoc.1100.0383

zbMATH Keywords

probability distributionphase-type distributionmatrix-analytic methodsCoxian distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Probability distributions: general theory (60E05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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