Bilateral Phase Type Distributions
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Publication:5462791
DOI10.1081/STM-200056029zbMath1069.60011OpenAlexW2010221520MaRDI QIDQ5462791
Soohan Ahn, Vaidyanathan Ramaswami
Publication date: 27 July 2005
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/stm-200056029
Probability distributions: general theory (60E05) Queueing theory (aspects of probability theory) (60K25) Continuous-time Markov processes on discrete state spaces (60J27)
Related Items (9)
Characterisation of multivariate phase type distributions ⋮ Total shift during the first passages of Markov-modulated Brownian motion with bilateral ph-type jumps: Formulas driven by the minimal solution matrix of a Riccati equation ⋮ Phase Type Distributions with Finite Support ⋮ A new class of models for heavy tailed distributions in finance and insurance risk ⋮ On a Construction of Stationary Processes via Bilateral Matrix-Exponential Distributions ⋮ Time-dependent and stationary analyses of two-sided reflected Markov-modulated Brownian motion with bilateral ph-type jumps ⋮ Approximations for time-dependent distributions in Markovian fluid models ⋮ A semi-explicit density function for Kulkarni's bivariate phase-type distribution ⋮ Parameter estimation and computation of the Fisher information matrix for functions of phase type random variables
Cites Work
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- A versatile Markovian point process
- The N/G/1 queue and its detailed analysis
- Introduction to Matrix Analytic Methods in Stochastic Modeling
- Stationary distributions for fluid flow models with or without brownian noise
- Fluid Flow Models and Queues—A Connection by Stochastic Coupling
- Transient Analysis of Fluid Flow Models via Stochastic Coupling to a Queue
- Matrix‐Exponential Distributions: Calculus and Interpretations via Flows
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