A review on phase-type distributions and their use in risk theory
M Bladt - ASTIN Bulletin: The Journal of the IAA, 2005 - cambridge.org
Phase-type distributions, defined as the distributions of absorption times of certain Markov
jump processes, constitute a class of distributions on the positive real axis which seems to …
jump processes, constitute a class of distributions on the positive real axis which seems to …
[BOK][B] Matrix-exponential distributions in applied probability
M Bladt, BF Nielsen - 2017 - Springer
Matrix-Exponential Distributions in Applied Probability Page 1 Probability Theory and
Stochastic Modelling 81 Mogens Bladt Bo Friis Nielsen Matrix-Exponential Distributions in …
Stochastic Modelling 81 Mogens Bladt Bo Friis Nielsen Matrix-Exponential Distributions in …
Model selection using database characteristics: Develo** a classification tree for longitudinal incidence data
When managers and researchers encounter a data set, they typically ask two key
questions:(1) Which model (from a candidate set) should I use? And (2) if I use a particular …
questions:(1) Which model (from a candidate set) should I use? And (2) if I use a particular …
An alternative characterization for matrix exponential distributions
M Fackrell - Advances in Applied Probability, 2009 - cambridge.org
A necessary condition for a rational Laplace–Stieltjes transform to correspond to a matrix
exponential distribution is that the pole of maximal real part is real and negative. Given a …
exponential distribution is that the pole of maximal real part is real and negative. Given a …
Network reliability analysis: Matrix-exponential approach
An exact method for analyzing the reliability of networks whose components' lifetimes have
matrix-based distributions is proposed. The method produces an add-on algorithm for the …
matrix-based distributions is proposed. The method produces an add-on algorithm for the …
Quasi-birth-and-death processes with rational arrival process components
This paper introduces the concept of a Quasi-Birth-and-Death process (QBD) with Rational
Arrival Process (RAP) components. We use the physical interpretation of the prediction …
Arrival Process (RAP) components. We use the physical interpretation of the prediction …
On matrix exponential distributions
In this paper we introduce certain Hankel matrices that can be used to study ME (matrix
exponential) distributions, in particular to compute their ME orders. The Hankel matrices for …
exponential) distributions, in particular to compute their ME orders. The Hankel matrices for …
Moment characterization of matrix exponential and Markovian arrival processes
This paper provides a general framework for establishing the relation between various
moments of matrix exponential and Markovian processes. Based on this framework we …
moments of matrix exponential and Markovian processes. Based on this framework we …
Transient and first passage time distributions of first-and second-order multi-regime Markov fluid queues via ME-fication
We propose a numerical method to obtain the transient and first passage time distributions
of first-and second-order Multi-Regime Markov Fluid Queues (MRMFQ). The method relies …
of first-and second-order Multi-Regime Markov Fluid Queues (MRMFQ). The method relies …
Detailed computational analysis of queueing-time distributions of the BMAP/G/1 queue using roots
In this paper we present closed-form expressions for the distribution of the virtual (actual)
queueing time for the BMAP/R/1 and BMAP/D/1 queues, whereR'represents a class of …
queueing time for the BMAP/R/1 and BMAP/D/1 queues, whereR'represents a class of …