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: | Latouche Guy |
Keywords: | stochastic processes |
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.