Phase-type distributions and representations: Some results and open problems for system theory

DOI10.1080/0020717031000114986zbMath1042.60044OpenAlexW2070952175MaRDI QIDQ4443282

Stéphane Mocanu, Christian Commault

Publication date: 2003

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0020717031000114986

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Stochastic systems in control theory (general) (93E03) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (15)

A Markov jump process associated with the matrix-exponential distribution ⋮ An upper bound on the dimension of minimal positive realizations for discrete time systems ⋮ A survey of some recent results on Risk Theory ⋮ Minimal positive realizations for linear systems with two-different-pole transfer functions ⋮ On minimal representations of rational arrival processes ⋮ Finding upper-triangular representations for phase-type distributions with 3 distinct real poles ⋮ Coxian approximations of matrix-exponential distributions ⋮ PH-Invariant Polytopes and Coxian Representations of Phase Type Distributions ⋮ On the relation between phase-type distributions and positive systems ⋮ 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 ⋮ Coxian representations of generalized Erlang distributions ⋮ A Constructive Proof of the Phase-Type Characterization Theorem ⋮ On matrix exponential distributions

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