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oai:drops-oai.dagstuhl.de:1394 2024-03-06T11:07:47Z ddc:004 open_access

On the Properties of Moments of Matrix Exponential Distributions and Matrix Exponential Processes Bodrog, Levente Horváth, András Telek, Miklós Matrix exponential process Markov arrival process Matrix exponential distribution phase type distribution 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 present some related examples to demonstrate the potential use of the properties of moments. Schloss Dagstuhl – Leibniz-Zentrum für Informatik Levente Bodrog and András Horváth and Miklós Telek 2008 Is Part Of Dagstuhl Seminar Proceedings, Volume 7461, Numerical Methods for Structured Markov Chains (2008) InProceedings Text doc-type:ResearchArticle publishedVersion application/pdf doi:10.4230/DagSemProc.07461.12 urn:nbn:de:0030-drops-13943 https://drops.dagstuhl.de/entities/document/10.4230/DagSemProc.07461.12 eng https://creativecommons.org/licenses/by/4.0/legalcode