‘ to Le t ( L / t ) k & 4 aV ( iOt & QIL 7 tfJ 4 v ( Cf ’ r SPARSE REPRESENTATIONS OF PHASE - TYPE DISTRIBUTIONS
نویسنده
چکیده
A phase-type distribution is the distribution of hitting time in a finite-state Markov chain. A phase-type distribution is triangular if there exist an upper triangular markovian representation. We introduce in this paper an extension of the triangular phase-type distributions, which we call monocyclic distributions. They are convolutions of Erlang and feedback Erlang distributions. We will show that any phase-type distribution can be represented as a mixture of these simple sparse distributions.
منابع مشابه
Classification and properties of acyclic discrete phase-type distributions based on geometric and shifted geometric distributions
Acyclic phase-type distributions form a versatile model, serving as approximations to many probability distributions in various circumstances. They exhibit special properties and characteristics that usually make their applications attractive. Compared to acyclic continuous phase-type (ACPH) distributions, acyclic discrete phase-type (ADPH) distributions and their subclasses (ADPH family) have ...
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