prosthesis
发表于 2025-3-23 11:57:16
Matrix-Exponential Distributions in Applied Probability
Nonthreatening
发表于 2025-3-23 14:04:32
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right-atrium
发表于 2025-3-23 19:03:34
Preliminaries on Stochastic Processes,interest on their own, the aforementioned topics are essential for the construction of phase-type distributions, both discrete and continuous, as well as in applications, stochastic modeling, and statistical methods presented in the remainder of the book.
aesthetician
发表于 2025-3-24 00:45:00
Martingales and More General Markov Processes,s are, for example, seen in fair games in which both the gambler and the gambling house are expected to break even in the long run. Martingales, together with their extensions to sub- and supermartingales, appear all over in stochastic modeling, and they provide us with powerful tools and techniques
才能
发表于 2025-3-24 06:09:31
Phase-Type Distributions,, for reasons that will become apparent in the next chapter, be referred to as matrix-exponential distributions. Within the class of matrix-exponential distributions there is the subclass of ., which are defined in terms of an underlying Markov jump process (or Markov chain). As opposed to a general
弯腰
发表于 2025-3-24 08:57:10
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减弱不好
发表于 2025-3-24 10:56:05
Multivariate Distributions,te matrix-exponential distributions as the class containing all distributions with a joint transform that is a rational function. Before we analyze these multivariate matrix-exponential distributions in their full generality, we will discuss an important subclass based on linear rewards of the sojou
angiography
发表于 2025-3-24 15:40:59
Markov Additive Processes,both with or without Brownian components), Lévy processes, and Markov random walks. They can be used to define point processes such as the Markov modulated Poisson process, the Markovian arrival process (MAP), and Markov renewal processes. They seem particularly well suited in connection with matrix
流逝
发表于 2025-3-24 19:27:34
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烦忧
发表于 2025-3-25 00:26:13
Some Applications to Risk Theory,r increments between claim arrivals. This model is of interest, not only because of the generality it offers for the specification of the premium function, but because it shows a general method for dealing with nonlinear processes that have phase-type (or matrix-exponential) jumps. The second theme