DagSemProc.07461.10.pdf
- Filesize: 134 kB
- 13 pages
Document
Multivariate matrix-exponential distributions
Authors
-
Part of:
Volume:
Dagstuhl Seminar Proceedings, Volume 7461
Series: Dagstuhl Seminar Proceedings (DagSemProc) - License:
Creative Commons Attribution 4.0 International license
- Publication Date: 2008-04-07
Cite As Get BibTex
Mogens Bladt and Bo Friis Nielsen. Multivariate matrix-exponential distributions. In Numerical Methods for Structured Markov Chains. Dagstuhl Seminar Proceedings, Volume 7461, pp. 1-13, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2008)
https://doi.org/10.4230/DagSemProc.07461.10
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.
Subject Classification
Keywords
- Multivariate matrix-exponential distributions
- multivariate phase-type distributions
- rational Laplace transform
Metrics
- Access Statistics
-
Total Accesses (updated on a weekly basis)
0PDF Downloads