Article ID: | iaor2004864 |
Country: | United States |
Volume: | 19 |
Issue: | 1 |
Start Page Number: | 113 |
End Page Number: | 124 |
Publication Date: | Jan 2003 |
Journal: | Communications in Statistics - Stochastic Models |
Authors: | Neuts Marcel F., Bladt Mogens |
Keywords: | stochastic processes |
By considering randomly stopped deterministic flow models, we develop an intuitively appealing way to generate probability distributions with rational Laplace–Stieltjes transforms on [0, ∞). That approach includes and generalizes and formalism of