On moments of discrete phase-type distributions

被引：0
|
作者：
Dayar, T [1 ]
机构：
[1] Bilkent Univ, Dept Comp Engn, TR-06800 Ankara, Turkey
来源：
FORMAL TECHNIQUES FOR COMPUTER SYSTEMS AND BUSINESS PROCESSES, PROCEEDINGS | 2005年 / 3670卷
关键词：
D O I：
暂无
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
Recently, an efficient and stable method to compute moments of first passage times from a subset of states classified as safe to the other states in ergodic discrete-time Markov chains (DTMCs) has been proposed, This paper shows that the same method can be used to compute moments of discrete phase-type (DPH) distributions, analyzes its complexity on various acyclic DPH (ADPH) distributions, and presents results on a set of DPH distributions arising in a test suite of DTMCs.
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收藏
页码：51 / 63
页数：13
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