Title of article
FIRST-EXIT TIMES FOR INCREASING COMPOUND PROCESSES
Author/Authors
Perry، D. L. نويسنده , , Stadje، W. نويسنده , , Zacks، S. نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1999
Pages
-976
From page
977
To page
0
Abstract
A phase-type distribution is the distribution of a killing time in a finite-state Markov chain. This paper describes some conjectures concerning these distributions. Some partial proofs and other evidence are offered in support of the conjectures. Some of the conjectures concern the geometry of the set of phase-type distributions, while others concern the properties of their densities.
Keywords
alternating renewal process , first-exit time , exact distribution , successive approximation , Compound process
Journal title
COMMUNICATIONS IN STATISTICS : STOCHASTIC MODELS
Serial Year
1999
Journal title
COMMUNICATIONS IN STATISTICS : STOCHASTIC MODELS
Record number
83374
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