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 Author: Bladt, Mogens,
Other Authors: Nielsen, Bo Friis,, SpringerLink (Online service)
Format: eBook
Language: English
Published: New York, NY : Springer, 2017.
Physical Description: 1 online resource (xvii, 736 pages) : illustrations (some color).
Series: Probability theory and stochastic modelling ; v. 81.
Subjects:

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