High order concentrated matrix-exponential distributions
نویسندگان
چکیده
منابع مشابه
Concentrated Matrix Exponential Distributions
We revisit earlier attempts for finding matrix exponential (ME) distributions of a given order with low coefficient of variation (cv). While there is a long standing conjecture that for the first non-trivial order, which is order 3, the cv cannot be less than 0.200902 but the proof of this conjecture is still missing. In previous literature ME distributions with low cv are obtained from special...
متن کاملMultivariate matrix-exponential distributions
In this extended abstract we define a class of distributions which we shall refer to as multivariate matrix–exponential distributions (MVME). They are defined in a natural way, inspired by the definition of univariate matrix– exponential distributions, as the distributions on R+ having a rational (multidimensional) Laplace transform. A multidimensional rational function is the fraction between ...
متن کاملMoments Characterization of Order 3 Matrix Exponential Distributions
The class of order 3 phase type distributions (PH(3)) is known to be a proper subset of the class of order 3 matrix exponential distributions (ME(3)). In this paper we investigate the relation of these two sets for what concerns their moment bounds. To this end we developed a procedure to check if a matrix exponential function of order 3 defines a ME(3) distribution or not. This procedure is ba...
متن کاملMatrix-exponential distributions: Closure properties
Analysing the properties of a probability distribution is a question of general interest. In this paper we describe the properties of the matrix-exponential class of distributions, developing some properties for the discrete case and proving the closure properties, which for the case of phase-type distributions are extended to the matrix-exponential case, this not being an immediate consequence...
متن کاملMatrix Functions of Exponential Order
Both the theoretical and practical investigations of various dynamical systems need to extend the definitions of various functions defined on the real axis to the set of matrices. To this end one uses mainly three methods which are based on 1) the Jordan canonical forms, 2) the polynomial interpolation, and 3) the Cauchy integral formula. All these methods give the same result, say g(A), when t...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Stochastic Models
سال: 2019
ISSN: 1532-6349,1532-4214
DOI: 10.1080/15326349.2019.1702058