Phase Type Distributions with Finite Support
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Publication:2937476
DOI10.1080/15326349.2014.956226zbMath1317.60016OpenAlexW2080697518MaRDI QIDQ2937476
Vaidyanathan Ramaswami, Narayanan C. Viswanath
Publication date: 9 January 2015
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326349.2014.956226
Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05) Processes in random environments (60K37) Continuous-time Markov processes on discrete state spaces (60J27)
Related Items (4)
Multivariate finite-support phase-type distributions ⋮ Moment bounds of PH distributions with infinite or finite support based on the steepest increase property ⋮ Transient and first passage time distributions of first- and second-order multi-regime Markov fluid queues via ME-fication ⋮ Parameter estimation and computation of the Fisher information matrix for functions of phase type random variables
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