Cover Image
Read Now

Matrix-Exponential Distributions in Applied Probability

This book contains an in-depth treatment of matrix-exponential (ME) distributions and their sub-class of phase-type (PH) distributions. Loosely speaking, an ME distribution is obtained through replacing the intensity parameter in an exponential distribution by a matrix. The ME distributions can also...

Full description

Bibliographic Details
Main Authors: Bladt, Mogens, Nielsen, Bo Friis (Author)
Format: eBook
Language:English
Published: New York, NY Springer US 2017, 2017
Edition:1st ed. 2017
Series:Probability Theory and Stochastic Modelling
Subjects:
Operations Research, Management Science
Operations Research
Management Science
Probability Theory
Probabilities
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Table of Contents:
  • Preface
  • Notation
  • Preliminaries on Stochastic Processes
  • Martingales and More General Markov Processes
  • Phase-type Distributions
  • Matrix-exponential Distributions
  • Renewal Theory
  • Random Walks
  • Regeneration and Harris Chains
  • Multivariate Distributions
  • Markov Additive Processes
  • Markovian Point Processes
  • Some Applications to Risk Theory
  • Statistical Methods for Markov Processes
  • Estimation of Phase-type Distributions
  • Bibliographic Notes
  • Appendix

Similar Items