Results 1 to 10 of about 3,197,248 (349)
A two-stage approach to the joint analysis of longitudinal and survival data utilising the Coxian phase-type distribution [PDF]
Stat Methods Med Res, 2017 The Coxian phase-type distribution is a special type of Markov model which can be utilised both to uncover underlying stages of a survival process and to make inferences regarding the rates of flow of individuals through these latent stages before an ...
Conor Donnelly +3 more
semanticscholar +2 more sources
One Cut-Point Phase-Type Distributions in Reliability. An Application to Resistive Random Access Memories [PDF]
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
doaj +2 more sources
Heavy-tailed phase-type distributions: a unified approach [PDF]
Extremes, 2021 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.
Martin Bladt, Jorge Yslas
semanticscholar +3 more sources
Graph-based algorithms for phase-type distributions
Statistics and Computing, 2022 Abstract Phase-type distributions model the time until absorption in continuous or discrete-time Markov chains on a finite state space. The multivariate phase-type distributions have diverse and important applications by modeling rewards accumulated at visited states.
Tobias Røikjer +2 more
openaire +2 more sources
The least variable phase type distribution is erlang
Communications in Statistics. Stochastic Models, 1987 Let \((X_ t,t\geq 0)\) be a continuous-time Markov process with state space \(\{\) 0,1,...,n\(\}\) where 0 is an absorbing state, and let \(T_{n0}\) denote the time to reach 0 if \(X_ 0=n\). It is shown that \(var(T_{n0})/(E T_{n0})\) \(2\geq 1/n\) with equality if and only if \((X_ t,t\geq 0)\) is a pure death process with constant death rate.
David, Aldous, Larry, Shepp
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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.
Albrecher, Hansjörg +2 more
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Markov Processes in Data Center Networks
IEEE Access, 2021 A data center network is an important infrastructure in various applications of modern information technologies. Data centers store files with useful information, but the lifetime of these data centers is limited.
Fan-Qi Ma, Rui-Na Fan
doaj +1 more source
Eksploatacja i Niezawodnosc - Maintenance and Reliability, 2021 In this paper, a system reliability model subject to Dependent Competing Failure Processes (DCFP) with phase-type (PH) distribution considering changing degradation rate is proposed.
H-Y. Lyu +4 more
semanticscholar +1 more source
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
doaj +1 more source
Design of a Three-Phase Shell-Type Distribution Transformer Using Evolutionary Algorithms
Energies, 2023 In this paper, three metaheuristic optimization algorithms: genetic algorithm (GA), particle swarm optimization (PSO), and differential evolution (DE) are compared in terms of minimizing the total owning cost (TOC) of the active part of a three-phase ...
Juan Carlos Olivares-Galvan +4 more
doaj +1 more source