A Markovian canonical form of second-order matrix-exponential processes

Author:

Bodrog L.,Heindl A.,Horváth G.,Telek M.

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference26 articles.

1. A.T. Andersen, B.F. Nielsen, An application of superpositions of two-state Markovian sources to the modelling of self-similar behaviour, in: Proceedings of the 16th Annual Joint Conference of the IEEE Computer and Communications Societies, Kobe, Japan, vol. 1, 1997, pp. 196–204.

2. Point processes with finite-dimensional conditional probabilities;Asmussen;Stochastic Processes and their Applications,1999

3. Matrix-exponential distributions – distributions with a rational Laplace transform;Asmussen,1997

4. Matching three moments with minimal acyclic phase-type distributions;Bobbio;Stochastic Models,2005

5. L. Bodrog, A. Horváth, M. Telek, Relation of moments and connected quantities in matrix-exponential and Markovian processes, Technical report, Technical University of Budapest, Department of Telecommunications, submitted for publication to the Sixth International Conference on Matrix-Analytic Methods in Stochastic Models, Beijing, P.R. China, June 11–14, 2008, .

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