Multivariate Matrix-Exponential Distributions
نویسندگان
چکیده
منابع مشابه
Multivariate 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 ...
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ژورنال
عنوان ژورنال: Stochastic Models
سال: 2010
ISSN: 1532-6349,1532-4214
DOI: 10.1080/15326340903517097