Phase Type Distributions
eBook - PDF

Phase Type Distributions

Theory and Application

  1. English
  2. PDF
  3. Available on iOS & Android
eBook - PDF

Phase Type Distributions

Theory and Application

About this book

Phase type distributions are widely applicable modeling and statistical tools for non-negative random quantities. They are built on Markov chains, which provide a simple, intuitive stochastic interpretation for their use. Phase Type Distribution starts from the Markov chain-based definition of phase type distributions and presents many interesting properties, which follow from the basic definition.

As a general family of non-negative distributions with nice analytical properties, phase type distributions can be used for approximating experimental distributions by fitting or by moments matching; and, for discrete event simulation of real word systems with stochastic timing, such as production systems, service operations, communication networks, etc. This book summarizes the up-to-date fitting, matching and simulation methods, and presents the limits of flexibility of phase type distributions of a given order.

Additionally, this book lists numerical examples that support the intuitive understanding of the analytical descriptions and software tools that handle phase type distributions.

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Yes, you can access Phase Type Distributions by András Horváth,Miklós Telek in PDF and/or ePUB format, as well as other popular books in Mathematics & Applied Mathematics. We have over one million books available in our catalogue for you to explore.

Information

Publisher
Wiley-ISTE
Year
2024
Print ISBN
9781848219458
eBook ISBN
9781394329892

Table of contents

  1. Cover
  2. TTitle Page
  3. Copyright Page
  4. Contents
  5. Introduction
  6. Chapter 1. Mathematical Background
  7. Chapter 2. Continuous Phase Type Distributions
  8. Chapter 3. Discrete Phase Type Distributions
  9. Chapter 4. Matrix Exponential and Matrix Geometric Distributions . 51
  10. Chapter 5. Classes and Representations of Continuous Phase Type Distributions
  11. Chapter 6. Moment Matching
  12. Chapter 7. Distribution Fitting
  13. Chapter 8. Simulation
  14. Chapter 9. Continuous Phase Type Distribution Based Random Variables
  15. Appendices
  16. References
  17. Index
  18. Other titles from ISTE in Networks and Telecommunications
  19. EULA