Abstract
We review what is currently known about one-dimensional distributions on
the non-negative reals with rational Laplace transform, also known as
matrix-exponential distributions. In particular we discuss a flow
interpreation which enables one to mimic certain probabilisticly
inspired arguments which are known from the theory of phase-type distributions.
We then move on to present ongoing research for higher dimensions.
We discuss a characterization result, some closure properties, and
a number of examples. Finally we present open problems and future
perspectives.
the non-negative reals with rational Laplace transform, also known as
matrix-exponential distributions. In particular we discuss a flow
interpreation which enables one to mimic certain probabilisticly
inspired arguments which are known from the theory of phase-type distributions.
We then move on to present ongoing research for higher dimensions.
We discuss a characterization result, some closure properties, and
a number of examples. Finally we present open problems and future
perspectives.
| Original language | English |
|---|---|
| Title of host publication | Numerical Methods for Structured Markov Chains |
| Publication date | 2008 |
| Pages | 1862-4405 |
| DOIs | |
| Publication status | Published - 2008 |
| Event | Internationales Begegnungs- und Forschungszentrum für Informatik (IBFI), Schloss Dagstuhl, Germany - Duration: 1 Jan 2008 → … |
Conference
| Conference | Internationales Begegnungs- und Forschungszentrum für Informatik (IBFI), Schloss Dagstuhl, Germany |
|---|---|
| Period | 01/01/2008 → … |
Fingerprint
Dive into the research topics of 'Multivariate matrix-exponential distributions'. Together they form a unique fingerprint.Cite this
- APA
- Author
- BIBTEX
- Harvard
- Standard
- RIS
- Vancouver