Results 21 to 30 of about 15,413,531 (300)
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
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Recursive Approaches for Multi-Layer Dividend Strategies in a Phase-Type Renewal Risk Model
Risks, 2022 In this paper we consider a risk model with two independent classes of insurance risks in the presence of a multi-layer dividend strategy. We assume that both of the claim number processes are renewal processes with phase-type inter-arrival times.
Apostolos D. Papaioannou, Lewis Ramsden
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Inhomogeneous phase-type distributions and heavy tails [PDF]
Journal of Applied Probability, 2019 AbstractWe extend the construction principle of phase-type (PH) distributions to allow for inhomogeneous transition rates and show that this naturally leads to direct probabilistic descriptions of certain transformations of PH distributions. In particular, the resulting matrix distributions enable the carrying over of fitting properties of PH ...
Hansjörg Albrecher, Mogens Bladt
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A Kronecker Algebra Formulation for Markov Activity Networks with Phase-Type Distributions
Mathematics, 2021 The application of theoretical scheduling approaches to the real world quite often crashes into the need to cope with uncertain events and incomplete information. Stochastic scheduling approaches exploiting Markov models have been proposed for this class
Alessio Angius +2 more
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Yield stress fluids method to determine the pore size distribution of a porous medium [PDF]
, 2014 In this paper a new method is presented in order to determine the pore size distribution in a porous medium. This original technique uses the rheological properties of some non-Newtonian yield stress fluids flowing through the porous sample.
AMBARI, Abdelhak +2 more
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CMPH: a multivariate phase-type aggregate loss distribution
Dependence Modeling, 2017 We introduce a compound multivariate distribution designed for modeling insurance losses arising from different risk sources in insurance companies.
Ren Jiandong, Zitikis Ricardas
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Mathematics in Applied Sciences and Engineering, 2020 Ordinary differential equations models have a wide variety of applications in the fields of mathematics, statistics, and the sciences. Though they are widely used, these models are sometimes viewed as inflexible with respect to the incorporation of time ...
Paul Hurtado, Cameron Richards
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IEEE Access, 2020 To address the problem that high-reliability and long-life complex products are susceptible to coupled fault mechanisms, and to address the challenge of constructing a macro fault behavior model for reliability evaluation, the reliability of a smart ...
Dan Xu, Xiaoqi Xiao, Yu Haibo
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Mathematics, 2021 We consider a queueing inventory with one essential and m optional items for sale. The system evolves in environments that change randomly. There are n environments that appear in a random fashion governed by a Marked Markovian Environment change process.
Jaison Jacob +4 more
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On Moments of Discrete Phase-Type Distributions [PDF]
, 2005 Recently, an efficient and stable method to compute moments of first passage times from a subset of states classified as safe to the other states in ergodic discrete-time Markov chains (DTMCs) has been proposed. This paper shows that the same method can be used to compute moments of discrete phase-type (DPH) distributions, analyzes its complexity on ...
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