Moment characterization of matrix exponential and Markovian arrival processes

DOI10.1007/S10479-007-0296-8zbMath1144.60053DBLPjournals/anor/BodrogHT08OpenAlexW2039128092WikidataQ62048484 ScholiaQ62048484MaRDI QIDQ928200

Levente Bodrog, Miklós Telek, Andras Horvath

Publication date: 11 June 2008

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.489.1743

zbMATH Keywords

phase type distributionmoment matchingarkov arrival processinter-arrival time distributionlag-correlationmatrix-exponential process

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15)

Related Items (5)

On minimal representations of rational arrival processes ⋮ On moments based Padé approximations of ruin probabilities ⋮ Constructing matrix exponential distributions by moments and behavior around zero ⋮ Some Structural Properties of Markov and Rational Arrival Processes ⋮ Evaluating readmission rates and discharge planning by analyzing the length-of-stay of patients

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