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Erschienen in:
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2014 | OriginalPaper | Buchkapitel

1. From the Exponential Distribution to Phase-Type Distributions

verfasst von : Qi-Ming He

Erschienen in: Fundamentals of Matrix-Analytic Methods

Verlag: Springer New York

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Abstract

This chapter introduces phase-type distributions. Topics covered in this chapter are: (i) the exponential distribution; (ii) definitions of phase-type distributions; (iii) closure properties of phase-type distributions; (iv) PH-representations; (v) multivariate phase-type distributions; and (vi) parameter estimation and fitting of phase-type distributions.

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Nächstes Kapitel From the Poisson Process to Markovian Arrival Processes
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Metadaten
Titel
From the Exponential Distribution to Phase-Type Distributions
verfasst von
Qi-Ming He
Copyright-Jahr
2014
Verlag
Springer New York
Buch
Fundamentals of Matrix-Analytic Methods

Print ISBN: 978-1-4614-7329-9

Electronic ISBN: 978-1-4614-7330-5

Copyright-Jahr: 2014

DOI
https://doi.org/10.1007/978-1-4614-7330-5_1