A proof of the steepest increase conjecture of a phase-type density

Stochastic Models

Volumn 18, Issue 1, 2002, Pages 1-6

  Renhai, Yao ^a  

^a Southeast Teacher College of KaiLi   (China)

Author keywords

Density function; Finite state Markov chain; Phase type distribution

Indexed keywords

ABSORPTION; PROBABILITY DENSITY FUNCTION; THEOREM PROVING;

PHASE-TYPE DISTRIBUTION;

MARKOV PROCESSES;

EID: 0041657384     PISSN: 15326349     EISSN: None     Source Type: Journal    
DOI: 10.1081/STM-120002771     Document Type: Article

References (6)

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3. Mair, R.S. The Algebraic Construction of Phase-Type Distributions. Communication in Statistics. Stoch. Models 1991, 7 (4), 573-602.
4. Mair, R.S.; O'Cinneide, C.A. A Closure Characterization of Phase-Type Distributions. J. Appl. Probab. 1992, 29.
5. O'Cinneide, C.A. Characterization of Phase-Type Distributions. Communication in Statistics. Stoch. Models 1990, 6, 1-57.
6. Latouche, G.; Ramaswami, V. A Logarithmic Reduction Algorithm for Quasi-Birth-Death Processes. J. Appl. Probab. 1993, 30, 650-674.