Phase-type distributions and invariant polytopes

DOI10.2307/1427620zbMath0729.60012OpenAlexW2330232834MaRDI QIDQ3353876

Colm Art O'Cinneide

Publication date: 1991

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1427620

zbMATH Keywords

Laplace transformsbounds on eigenvaluestriangular representationscharacterization of phase-type distributionsrepresentations of phase-type distributions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Queueing theory (aspects of probability theory) (60K25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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