A Constructive Proof of the Phase-Type Characterization Theorem

DOI10.1080/15326349.2015.1012912zbMath1315.60030arXiv1502.00521OpenAlexW2102841133MaRDI QIDQ5256326

Miklós Telek, Illés Horváth

Publication date: 22 June 2015

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

Full work available at URL: https://arxiv.org/abs/1502.00521

zbMATH Keywords

randomizationphase-type distributionmatrix-exponential distributionvector-matrix representation

Mathematics Subject Classification ID

Computational methods for problems pertaining to probability theory (60-08) Distribution theory (60E99) Markov processes (60J99)

Related Items (2)

The two-matrix problem ⋮ Maximum surplus and \(R_n\) class of distributions with an application to dividends

Cites Work

• Unnamed Item
• Positive rational sequences
• On minimal representations of rational arrival processes
• Characterization of phase-type distributions
• The algebraic construction of phase-type distributions
• Sparse representations of phase-type distributions
• Phase-type distributions and representations: Some results and open problems for system theory

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