Multivariate Phase-Type Distributions

A (univariate) random variable is said to be of phase type if it can be represented as the time until absorption in a finite state absorbing Markov chain. Univariate phase type random variables are useful because they arise from processes that are often encountered in applications, they have densiti...

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Bibliographische Detailangaben
Veröffentlicht in:	Operations research 1984-05, Vol.32 (3), p.688-702
Hauptverfasser:	Assaf, David, Langberg, Naftali A, Savits, Thomas H, Shaked, Moshe
Format:	Artikel
Sprache:	eng
Schlagworte:	723 absorption/failure times in Markov processes 725 joint distribution of failure times of dependent components Applied sciences Exact sciences and technology Integers Laplace transformation Markov chains Mathematical models Mathematical moments Mathematical vectors Matrices Multivariate analysis Operational research and scientific management Operational research. Management science Operations research Poisson process Random variables Reliability functions Reliability theory. Replacement problems Yield point
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