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Abstract

Cite as

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)

@InProceedings{bladt_et_al:DagSemProc.07461.10,
  author =	{Bladt, Mogens and Nielsen, Bo Friis},
  title =	{{Multivariate matrix-exponential distributions}},
  booktitle =	{Numerical Methods for Structured Markov Chains},
  pages =	{1--13},
  series =	{Dagstuhl Seminar Proceedings (DagSemProc)},
  ISSN =	{1862-4405},
  year =	{2008},
  volume =	{7461},
  editor =	{Dario Bini and Beatrice Meini and Vaidyanathan Ramaswami and Marie-Ange Remiche and Peter Taylor},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/DagSemProc.07461.10},
  URN =		{urn:nbn:de:0030-drops-13975},
  doi =		{10.4230/DagSemProc.07461.10},
  annote =	{Keywords: Multivariate matrix-exponential distributions, multivariate phase-type distributions, rational Laplace transform}
}