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 ...
متن کاملConcentrated 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 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 کاملOn the Properties of Moments of Matrix Exponential Distributions and Matrix Exponential Processes
In this paper we provide properties of moments of matrix exponential distributions and joint moments of matrix exponential processes. Based on the provided properties, an algorithm is presented to compute any finite dimensional moments of these processes based on a set of required (low order) moments. This algorithm does not require the computation of any representation of the given process. We...
متن کاملApproximating matrix-exponential distributions by global randomization
Based on the general concept of randomization, we develop linear-algebraic approximations for continuous probability distributions that involve the exponential of a matrix in their definitions, such as phase types and matrixexponential distributions. The approximations themselves result in proper probability distributions. For such a global randomization with the Erlangdistribution, we show tha...
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: Advances in Applied Probability
سال: 2007
ISSN: 0001-8678,1475-6064
DOI: 10.1017/s0001867800001695