Results 11 to 20 of about 11,382,550 (291)
Journal of Industrial Engineering International, 2018 Acyclic phase-type distributions form a versatile model, serving as approximations to many probability distributions in various circumstances. They exhibit special properties and characteristics that usually make their applications attractive.
Mohsen Varmazyar +3 more
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Moment Distributions of Phase Type [PDF]
Stochastic Models, 2011 Moment distributions of phase-type and matrix-exponential distributions are shown to remain within their respective classes. We provide a probabilistic phase-type representation for the former case and an alternative representation, with an analytically appealing form, for the latter.
Bladt, Mogens +1 more
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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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Heavy-tailed phase-type distributions: a unified approach. [PDF]
Extremes (Boston), 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.
Bladt M, Yslas J.
europepmc +3 more sources
Phase-type distributions in stochastic automata networks [PDF]
European Journal of Operational Research, 2008 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Sbeity, Ihab +3 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 ...
Dayar, Tuǧrul, Tuǧrul Dayar
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Moment Distributions of Phase Type [PDF]
, 2009 In this paper we prove that the class of distributions on the positive reals with a rational Laplace transform, also known as matrix-exponential distributions, is closed under formation of moment distributions. In particular, the results are hence valid for the well known class of phase-type distributions.
Bladt, Mogens +1 more
openaire +2 more sources
Inference under progressively type II right censored sampling for certain lifetime distributions [PDF]
, 2009 In this paper, estimation of the parameters of a certain family of two-parameter lifetime distributions based on progressively Type II right censored samples (including ordinary Type II right censoring) is studied.
Yu, K, Wang, BX, Jones, MC
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Continuous scaled phase-type distributions [PDF]
, 2023 Products between phase-type distributed random variables and any independent, positive and continuous random variable are studied. Their asymptotic properties are established, and an expectation-maximization algorithm for their effective statistical ...
Bladt, Mogens +7 more
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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
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