Results 301 to 310 of about 3,197,248 (349)

Generalized phase-type distributions based on multi-state systems

IISE Transactions, 2019
It is a well-known definition that the time until entering an absorbing state in a finite state Markov process follows a phase-type distribution. In this article we extend this distribution through adding two new events: one is that the number of ...
Bei Wu, L. Cui, Chen Fang
semanticscholar   +1 more source

Estimation of Phase-Type Distributions

2017
This chapter deals with the estimation of phase-type distributions in a number of different circumstances. First, we consider their estimation when only absorption times are available, and provide both EM and MCMC approaches, which in turn complement each other, aiming at different purposes. Then we consider censored data of a different kind, which can
Mogens Bladt, Bo Friis Nielsen
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Characterization of phase-type distributions

Communications in Statistics. Stochastic Models, 1990
A distribution with rational Laplace-Stieltjes transform is of phase type if and only if it is either the point mass at zero, or it has a continuous positive density on the positive reals and its Laplace-Stieltjes transform has a unique pole of maximal real part (which is therefore real). This result is proved, and the corresponding characterization of
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Time-dependent stress–strength reliability models based on phase type distribution

Computational statistics (Zeitschrift), 2020
Joby K. Jose, M. Drisya
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Moment distributions of phase-type (abstract only)

ACM SIGMETRICS Performance Evaluation Review, 2012
Both matrix-exponential and phase-type distributions have a number of important closure properties. Among those are the distributions of the age and residual life-time of a stationary renewal process with inter-arrivals of either type. In this talk we show that the spread, which is the sum of the age an residual life-time, is also phase-type ...
Mogens Bladt, Bo Friis Nielsen
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Lévy Processes, Phase-Type Distributions, and Martingales

Stochastic Models, 2014
Levy processes are defined as processes with stationary independent increments and have become increasingly popular as models in queueing, finance, etc.; apart from Brownian motion and compound Poisson processes, some popular examples are stable processes, variance gamma processes, CGMY Levy processes (tempered stable processes), NIG (normal inverse ...
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Examples of fitting structured phase–type distributions

Applied Stochastic Models and Data Analysis, 1994
AbstractA sub–class of phase–type distributions is defined in terms of a Markov process with sequential transitions between transient states and transitions from these states to absorption. Such distributions form a very rich class; they can be fitted to data, and any structure revealed by the parameter estimates used to develop more parsimonious re ...
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From the Exponential Distribution to Phase-Type Distributions

2013
This chapter introduces phase-type distributions. Topics covered in this chapter are: (i) the exponential distribution; (ii) definitions of phase-type distributions; (iii) closure properties of phase-type distributions; (iv) PH-representations; (v) multivariate phase-type distributions; and (vi) parameter estimation and fitting of phase-type ...
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Group maintenance policies for an R-out-of-N system with phase-type distribution

Annals of Operations Research, 2018
Y. Barron
semanticscholar   +1 more source

Modeling of subway stations circulation facilities as state-dependent queuing network based on phase-type distribution

International Conferences on Intelligent Transportation Engineering, 2016
Afaq Khattak, Yangsheng Jiang
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