Triangular order of triangular phase-type distributions∗

DOI10.1080/15326349308807279zbMath0780.60016OpenAlexW2146972588MaRDI QIDQ4273013

Colm Art O'Cinneide

Publication date: 30 January 1994

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349308807279

zbMATH Keywords

weak convergencephase-type distributiontriangular order

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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On the absolute ruin problem in a Sparre Andersen risk model with constant interest ⋮ Characterization of Matrix-Exponential Distributions ⋮ Finding upper-triangular representations for phase-type distributions with 3 distinct real poles ⋮ Coxian approximations of matrix-exponential distributions ⋮ An alternative characterization for matrix exponential distributions ⋮ PH-Invariant Polytopes and Coxian Representations of Phase Type Distributions ⋮ Fitting with Matrix-Exponential Distributions ⋮ A Note on Unicyclic Representations of Phase Type Distributions ⋮ Phase-type distributions and representations: Some results and open problems for system theory ⋮ Spectral Polynomial Algorithms for Computing Bi-Diagonal Representations for Phase Type Distributions and Matrix-Exponential Distributions ⋮ Coxian representations of generalized Erlang distributions ⋮ Representation Transformations for Finding Markovian Representations ⋮ A semi-infinite programming approach to identifying matrix-exponential distributions ⋮ On matrix exponential distributions

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