Results 11 to 20 of about 287,761 (311)
Multivariate Fractional Phase—Type Distributions [PDF]
Fractional 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.
Hansjörg Albrecher +2 more
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Phase-Type Distributions of Animal Trajectories with Random Walks [PDF]
Mathematics, 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
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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?
Mark Fackrell +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.
Mogens Bladt, Bo Friis Nielsen
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Closure of Phase Type Distributions Under Operations Arising in Reliability Theory [PDF]
Annals of Probability, 1982 David Assaf
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Estimating Tail Probabilities of Random Sums of Phase-Type Scale Mixture Random Variables
Algorithms, 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
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A Complex Model via Phase-Type Distributions to Study Random Telegraph Noise in Resistive Memories
Mathematics, 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
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Mathematics, 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
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Mathematics, 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
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MoMA Algorithm: A Bottom-Up Modeling Procedure for a Modular System under Environmental Conditions
Mathematics, 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
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