Phase-type distributions and majorization
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Publication:806173
DOI10.1214/aoap/1177005935zbMath0729.60069OpenAlexW2149405017MaRDI QIDQ806173
Publication date: 1991
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1177005935
Martingales with discrete parameter (60G42) Continuous-time Markov processes on discrete state spaces (60J27) Distribution theory (60E99)
Related Items (8)
On Some Properties of Bivariate Exponential Distributions ⋮ Moments and polynomial expansions in discrete matrix-analytic models ⋮ Majorization: here, there and everywhere ⋮ Convex orders for linear combinations of random variables ⋮ On an inequality of Karlin and Rinott concerning weighted sums of i.i.d. random variables ⋮ Moment bounds of PH distributions with infinite or finite support based on the steepest increase property ⋮ Spectral Polynomial Algorithms for Computing Bi-Diagonal Representations for Phase Type Distributions and Matrix-Exponential Distributions ⋮ Lorenz and Excess Wealth Orders, with Applications in Reinsurance Theory
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