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Reliability and Maintainability || Multivariate Phase-Type Distributions

✍ Scribed by David Assaf, Naftali A. Langberg, Thomas H. Savits and Moshe Shaked

Book ID: 123686950
Publisher: INFORMS
Year: 1984
Tongue: English
Weight: 372 KB
Volume: 32
Category: Article
ISSN: 0030-364X
DOI: 10.2307/170487

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A random vector is said to be of (multivariate) phase-type if it can be represented as the vector of random times until absorptions into various stochastically closed subsets of the ÿnite state space in an absorbing Markov chain. The phase-type distributions are useful since Markovian methods may be