Characterization of Matrix-Exponential Distributions

DOI10.1080/15326340802232186zbMath1148.60005OpenAlexW2094528661WikidataQ58645471 ScholiaQ58645471MaRDI QIDQ3529848

Nigel G. Bean, Mark Fackrell, Peter G. Taylor

Publication date: 14 October 2008

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

Full work available at URL: https://doi.org/10.1080/15326340802232186

zbMATH Keywords

rational Laplace-Stieltjes transformmatrix-exponential distribution

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items (12)

Quasi-Birth-and-Death Processes with Rational Arrival Process Components ⋮ RAP-modulated fluid processes: first passages and the stationary distribution ⋮ From PH/MAP to ME/RAP ⋮ The two-matrix problem ⋮ Multivariate matrix-exponential affine mixtures and their applications in risk theory ⋮ A simple and complete computational analysis of MAP/R/1 queue using roots ⋮ Voronoi cells via linear inequality systems ⋮ An alternative characterization for matrix exponential distributions ⋮ Computational analysis of bulk service queue with Markovian arrival process: MAP/R\(^{(a,b)}/1\) queue ⋮ On the Minimal Value in Maier's Property Concerning Phase-Type Distributions ⋮ Selected applications of linear semi-infinite systems theory ⋮ A semi-infinite programming approach to identifying matrix-exponential distributions

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