Concentrated matrix exponential distributions with real eigenvalues

DOI10.1017/S0269964821000309OpenAlexW3198470736WikidataQ115562916 ScholiaQ115562916MaRDI QIDQ5051200

András Mészáros, Miklós Telek

Publication date: 22 November 2022

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964821000309

zbMATH Keywords

eigenvaluesphase-type distributionmatrix exponential distributionsquared coefficient of variationconcentrated matrix exponential distributions

Mathematics Subject Classification ID

Statistics (62-XX) Numerical analysis (65-XX)

Related Items (1)

Transient analysis of Markov modulated processes with Erlangization, ME-fication and inverse Laplace transformation

Uses Software

• CMA-ES
• Algorithm 368

Cites Work

• Unnamed Item
• Numerical inversion of the Laplace transform from the real axis
• Comparison of sequence accelerators for the Gaver method of numerical Laplace transform inversion
• A Unified Framework for Numerically Inverting Laplace Transforms
• High order concentrated matrix-exponential distributions
• The least variable phase type distribution is erlang
• Symbolic Generation of Finite Difference Formulas

This page was built for publication: Concentrated matrix exponential distributions with real eigenvalues