High order concentrated matrix-exponential distributions

DOI10.1080/15326349.2019.1702058zbMath1448.60034OpenAlexW2995897061WikidataQ115549778 ScholiaQ115549778MaRDI QIDQ3295894

Miklós Telek, Illés Horváth, Gábor Horváth

Publication date: 3 July 2020

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

Full work available at URL: https://doi.org/10.1080/15326349.2019.1702058

zbMATH Keywords

numerical optimizationcoefficient of variationmatrix-exponential distributionsnon-negative matrix-exponential functions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Existence of optimal solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49J30)

Related Items (7)

Transient analysis of Markov modulated processes with Erlangization, ME-fication and inverse Laplace transformation ⋮ Concentrated matrix exponential distributions with real eigenvalues ⋮ From PH/MAP to ME/RAP ⋮ The two-matrix problem ⋮ Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon ⋮ Steady-state and first passage time distributions for waiting times in the \(MAP/M/s+G\) queueing model with generally distributed patience times ⋮ Numerical inverse Laplace transformation beyond the Abate-Whitt framework

Uses Software

• CMA-ES

Cites Work

• The least variable phase type distribution is erlang
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