Results 21 to 30 of about 1,736,707 (316)
Building mean field ODE models using the generalized linear chain trick & Markov chain theory
Journal of Biological Dynamics, 2021 The well known linear chain trick (LCT) allows modellers to derive mean field ODEs that assume gamma (Erlang) distributed passage times, by transitioning individuals sequentially through a chain of sub-states.
Paul J. Hurtado, Cameron Richards
doaj +1 more source
Mathematics, 2022 An N-system with different units submitted to shock and wear is studied. The shocks cause damage and, eventually, simultaneous failures of several units. The units can also fail due to internal failures.
Delia Montoro-Cazorla +1 more
doaj +1 more source
Reliability Evaluation and Optimization of a System with Mixed Run Shock
Axioms, 2022 In this paper, we investigate a wear and mixed shock model in which the system can fail due to internal aging or external shocks. The lifetime of the system, due to internal wear, follows continuous phase-type (PH) distributions.
Yanqing Wen +4 more
doaj +1 more source
Coxian phase-type distribution.
, 2022 Coxian phase-type distribution.
Reyer Zwiggelaar (12418353) +3 more
core +1 more source
Optimal Hysteresis Control via a Queuing System with Two Heterogeneous Energy-Consuming Servers
Mathematics, 2023 A queuing system having two different servers is under study. Demands enter the system according to a Markov arrival process. Service times have phase-type distribution.
Ciro D’Apice +3 more
doaj +1 more source
On the canonical representation of phase type distributions [PDF]
Performance Evaluation, 2009 The characterization and the canonical representation of order-n phase type distributions (PH(n)) is an open research problem. This problem is solved for n=2, since the equivalence of the acyclic and the general PH distributions has been proven for a long time.
Gábor Horváth 0002, Miklós Telek
openaire +1 more source
On the nature of Phase-type Poisson distributions [PDF]
Annals of Actuarial Science, 2013 AbstractMatrix-form Poisson probability distributions were recently introduced as one matrix generalization of Panjer distributions. We show in this paper that under the constraint that their representation is to be nonnegative, they have a physical interpretation as extensions of PH distributions, and we name this restricted familyPhase-type Poisson ...
Hautphenne, Sophie +2 more
openaire +4 more sources
Heavy-tailed phase-type distributions: a unified approach. [PDF]
, 2022 A phase-type distribution is the distribution of the time until absorption in a finite state-space time-homogeneous Markov jump process, with one absorbing state and the rest being transient.
Yslas, Jorge, Bladt, Martin
core +1 more source
Ruin Probability for Stochastic Flows of Financial Contract under Phase-Type Distribution
Risks, 2020 This paper examines the impact of the parameters of the distribution of the time at which a bank’s client defaults on their obligated payments, on the Lundberg adjustment coefficient, the upper and lower bounds of the ruin probability.
Franck Adékambi, Kokou Essiomle
doaj +1 more source
The Algebraic Degree of Phase-Type Distributions [PDF]
Journal of Applied Probability, 2010 This paper is concerned with properties of the algebraic degree of the Laplace-Stieltjes transform of phase-type (PH) distributions. The main problem of interest is: given a PH generator, how do we find the maximum and the minimum algebraic degrees of all irreducible PH representations with that PH generator?
Fackrell, Mark +3 more
openaire +1 more source