Matrix-Exponential Distributions in Applied Probability

This book contains an in-depth treatment of matrix-exponential (ME) distributions and their sub-class of phase-type (PH) distributions. Loosely speaking, an ME distribution is obtained through replacing the intensity parameter in an exponential distribution by a matrix. The ME distributions can also...

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Main Authors: Bladt, Mogens. (Author, http://id.loc.gov/vocabulary/relators/aut), Nielsen, Bo Friis. (http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Language:English
Published: New York, NY : Springer US : Imprint: Springer, 2017.
Edition:1st ed. 2017.
Series:Probability Theory and Stochastic Modelling, 81
Subjects:
Online Access:https://doi.org/10.1007/978-1-4939-7049-0