On non-uniqueness of representations of phase-type distributions

Communications in Statistics. Stochastic Models

Volumn 5, Issue 2, 1989, Pages 247-259

  O'Cinneide, Colm Art ^a  

^a UNIVERSITY OF ARKANSAS   (United States)

Author keywords

phase type distribution; representations of phase type distributions

Indexed keywords

EID: 0013378869     PISSN: 08820287     EISSN: None     Source Type: Journal    
DOI: 10.1080/15326348908807108     Document Type: Article

References (9)

1. Assaf, D. and B. Levikson. Closure of phase-type distributions under operations arising in reliability theory. Ann. Probab. 10, 265-269, 1982.
2. Botta, R.F., Harris, C.M. and Marchal, W.G. Characterization of generalized hyperexponential distribution functions. Communications in Statistics-Stochastic Models 3, 115-148, 1987.
3. Cox, D.R. A use of complex probabilities in the theory of stochastic processes. Proc. Camb. Phil. Soc. 51, 313-319, 1955.
4. Cumani, A. On the canonical representation of homogeneous Markov processes modelling failure-time distributions. Microelectron. Reliab. 22, 583-602, 1982.
5. Dehon M. and Latouche, G., “A geometric interpretation of the relations between the exponential and generalized Erlang distributions,” Advances in Applied Probability 14, 885-897, 1982.
6. Halmos, P.R. Finite-Dimensional Vector Spaces. Springer-Verlag, New York. 1974.
7. Neuts, M.F. Probability distributions of phase type. In Liber Amicorum Prof. Emeritus H. Florin, 173-206, Department of Mathematics, University of Louvain, Belgium, 1975.
8. Neuts, M.F., Matrix-Geometric Solutions in Stochastic Models: An Algorithmic Approach. The Johns Hopkins University Press, Baltimore, 1981.
9. Rockafellar, T.R. Convex Analysis. Princeton University Press, Princeton, 1970.