Encyclopedia of Operations Research and Management Science

2001 Edition
| Editors: Saul I. Gass, Carl M. Harris

Phase-type distribution

Reference work entry
DOI: https://doi.org/10.1007/1-4020-0611-X_754

Since the Erlang random variable is the sum of exponential random variables, one can consider going through a series of phases (one for each exponential random variable) before realizing the complete Erlangian random variable. Thus, the Erlang distribution is sometimes called a phase-type distribution. A more general formulation of the phase-type idea allows the movement through the phases to be governed by a Markov chain that permits movement back and forth between the interior phases, with the final stage being an absorbing barrier. Erlang distribution; Queueing theory.

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© Kluwer Academic Publishers 2001

Authors and Affiliations

  1. 1.Robert H. Smith School of BusinessUniversity of MarylandCollege PartUSA
  2. 2.School of Information Technology & EngineeringGeorge Mason UniversityFairfaxUSA