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Multivariate Fractional Phase—Type Distributions [PDF]

open access: yesFractional Calculus and Applied Analysis, 2020
We extend the Kulkarni class of multivariate phase--type distributions in a natural time--fractional way to construct a new class of multivariate distributions with heavy-tailed Mittag-Leffler(ML)-distributed marginals. The approach relies on assigning rewards to a non--Mar\-ko\-vi\-an jump process with ML sojourn times.
Albrecher, Hansjörg   +2 more
core   +6 more sources

Phase-Type Distributions of Animal Trajectories with Random Walks

open access: yesMathematics, 2023
Animal monitoring systems often rely on expensive and challenging GPS-based systems to obtain accurate trajectories. However, an alternative approach is to generate synthetic trajectories that exhibit similar statistical properties to real trajectories ...
Rodolfo Vera-Amaro   +2 more
doaj   +1 more source

Estimating Tail Probabilities of Random Sums of Phase-Type Scale Mixture Random Variables

open access: yesAlgorithms, 2022
We consider the problem of estimating tail probabilities of random sums of scale mixture of phase-type distributions—a class of distributions corresponding to random variables which can be represented as a product of a non-negative but otherwise ...
Hui Yao, Thomas Taimre
doaj   +1 more source

A Complex Model via Phase-Type Distributions to Study Random Telegraph Noise in Resistive Memories

open access: yesMathematics, 2021
A new stochastic process was developed by considering the internal performance of macro-states in which the sojourn time in each one is phase-type distributed depending on time.
Juan E. Ruiz-Castro   +3 more
doaj   +1 more source

One Cut-Point Phase-Type Distributions in Reliability. An Application to Resistive Random Access Memories

open access: yesMathematics, 2021
A new probability distribution to study lifetime data in reliability is introduced in this paper. This one is a first approach to a non-homogeneous phase-type distribution. It is built by considering one cut-point in the non-negative semi-line of a phase-
Christian Acal   +3 more
doaj   +1 more source

MoMA Algorithm: A Bottom-Up Modeling Procedure for a Modular System under Environmental Conditions

open access: yesMathematics, 2022
The functioning of complex systems relies on subsystems (modules) that in turn are composed of multiple units. In this paper, we focus on modular systems that might fail due to wear on their units or environmental conditions (shocks).
María Luz Gámiz   +3 more
doaj   +1 more source

A Longitudinal Study of the Bladder Cancer Applying a State-Space Model with Non-Exponential Staying Time in States

open access: yesMathematics, 2021
A longitudinal study for 847 bladder cancer patients for a period of fifteen years is presented. After the first surgery, the patients undergo successive ones (recurrences).
Delia Montoro-Cazorla   +2 more
doaj   +1 more source

A Kronecker Algebra Formulation for Markov Activity Networks with Phase-Type Distributions

open access: yesMathematics, 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
doaj   +1 more source

On the canonical representation of phase type distributions [PDF]

open access: yesPerformance 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   +2 more sources

Queuing models for cellular networks with generalised Erlang service distributions

open access: yesJournal of Telecommunications and Information Technology, 2003
Providing seamless handover is one of the major problems in mobile communication environments. Careful dimensioning of the network and the underlying teletraffic analysis plays a major role in determining the various grade of services (GoSs) that can be
Aruna Jayasuriya
doaj   +1 more source

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