Phase-type distributions: open problems and a few properties
From MaRDI portal
Publication:4267519
DOI10.1080/15326349908807560zbMath0937.60004OpenAlexW2163279392MaRDI QIDQ4267519
Publication date: 25 May 2000
Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326349908807560
Probability distributions: general theory (60E05) Continuous-time Markov processes on discrete state spaces (60J27)
Related Items (24)
A proof of the steepest increase conjecture of a phase-type density ⋮ PH-graphs for analyzing shortest path problems with correlated traveling times ⋮ A gradient-based method to calculate \((s,S)\) policies ⋮ Phase-type models for competing risks, with emphasis on identifiability issues ⋮ Minimal positive realizations for linear systems with two-different-pole transfer functions ⋮ On a Dirichlet process mixture representation of phase-type distributions ⋮ On minimal representations of rational arrival processes ⋮ Performance evaluation of transfer lines with general repair times and multiple failure modes ⋮ Uniform error bounds for a continuous approximation of non-negative random variables ⋮ On the Minimal Value in Maier's Property Concerning Phase-Type Distributions ⋮ Entrywise relative perturbation bounds for exponentials of essentially non-negative matrices ⋮ Symmetric PH and EP distributions and their applications to the probability Hough transform ⋮ A Laplace transform method for order statistics from nonidentical random variables and its application in phase-type distribution ⋮ PH-Invariant Polytopes and Coxian Representations of Phase Type Distributions ⋮ Moment bounds of PH distributions with infinite or finite support based on the steepest increase property ⋮ A Note on Unicyclic Representations of Phase Type Distributions ⋮ On absorption times and Dirichlet eigenvalues ⋮ Spectral Polynomial Algorithms for Computing Bi-Diagonal Representations for Phase Type Distributions and Matrix-Exponential Distributions ⋮ Unnamed Item ⋮ Coxian representations of generalized Erlang distributions ⋮ Bounds on the mean and squared coefficient of variation of phase-type distributions ⋮ An Efficient Brute Force Approach to Fit Finite Mixture Distributions ⋮ Building mean field ODE models using the generalized linear chain trick & Markov chain theory ⋮ Optimal dividend strategies in a renewal risk model with phase-type distributed interclaim times
This page was built for publication: Phase-type distributions: open problems and a few properties