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Matrix-Exponential Distributions in Applied Probability

Mogens Bladt, Bo Friis Nielsen
Springer US
106.99 € · Hardcover

Applied probability Markov Processes Matrix--exponential distributions Numerical methods Stochastic modeling Uncertainty quantification Phase-type distributions Renewal theory Random walks Ladder Processes Regenerative methods Probability theory and stochastic processes Operations Research Management Science

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 ca...

Matrix-Exponential Distributions in Applied Probability

Mogens Bladt, Bo Friis Nielsen
Springer US
96.29 € · Paperback

Applied probability Markov Processes Matrix--exponential distributions Numerical methods Stochastic modeling Uncertainty quantification Phase-type distributions Renewal theory Random walks Ladder Processes Regenerative methods Probability theory and stochastic processes Operations Research Management Science

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 ca...

Matrix-Exponential Distributions in Applied Probability

Mogens Bladt, Bo Friis Nielsen
Springer US
96.29 € · eBook

Applied probability Markov Processes Matrix--exponential distributions Numerical methods Stochastic modeling Uncertainty quantification Phase-type distributions Renewal theory Random walks Ladder Processes Regenerative methods Probability theory and stochastic processes Operations Research Management Science

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 ca...

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