Matrix-exponential distributions: Calculus and interpretations via flows

Stochastic Models

Volumn 19, Issue 1, 2003, Pages 113-124

  Bladt, Mogens ^a   Neuts, Marcel F ^b  

^a Ciudad Universitaria   (Mexico)

^b UNIVERSITY OF ARIZONA   (United States)

Author keywords

Flow models; Matrix analytic methods; Matrix exponential distributions; Phase type distributions; Rational arrival process; Rational Laplace Stieltjes transforms; Renewal theory; Risk theory

Indexed keywords

LAPLACE TRANSFORMS; MATRIX ALGEBRA; RANDOM PROCESSES; RISK ASSESSMENT;

MATRIX-EXPONENTIAL DISTRIBUTIONS;

PROBABILITY DISTRIBUTIONS;

EID: 0037263505     PISSN: 15326349     EISSN: None     Source Type: Journal    
DOI: 10.1081/STM-120018141     Document Type: Article

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