Phase type distributions-Tutorial

Phase type distributions-Tutorial

0.00 Avg rating0 Votes
Article ID: iaor1990280
Country: Belgium
Volume: 31
Start Page Number: 3
End Page Number: 11
Publication Date: Nov 1989
Journal: Cahiers du Centre d'tudes de Recherche Oprationnelle
Authors:
Keywords: stochastic processes
Abstract:

The probability distributions of Phase-Type generalise the family of Erlang distributions. Their use results in significant simplification of the study of stochastic processes, by allowing systematic use of Markovian arguments. The paper defines the family of Phase-Type distributions and describes some of their major properties.

Reviews

Required fields are marked *. Your email address will not be published.