On moments of discrete phase-type distributions

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On moments of discrete phase-type distributions.pdf (263.69 KB)

Date

2005

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Source Title

Formal Techniques for Computer Systems and Business Processes

Print ISSN

1611-3349

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Publisher

Springer, Berlin, Heidelberg

Volume

3670

Issue

Pages

51 - 63

Language

English

Type

Conference Paper

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Abstract

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. © Springer-Verlag Berlin Heidelberg 2005.

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Keywords

Computational complexity , Computer science , Markov processes , Discrete phase-type , Discrete-time Markov chains (DTMCs) , Test suite , Set theory

Citation

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http://hdl.handle.net/11693/27288

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http://dx.doi.org/10.1007/11549970_5
 https://doi.org/10.1007/11549970

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Department of Computer Engineering