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Phase-type probability distributions

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References

  1. Asmussen, S. (1992). “Phase-type representations in random walk and queueing problems,” Annals Probability, 20, 772–789.

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  2. Asmussen, S., Haggström, O., and Nerman, O. (1992). “EMPHT — A program for fitting phase-type distributions,” in Studies in Statistical Quality Control and Reliability, Mathematical Statistics, Chalmers University and University of Göteborg, Sweden.

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  3. O'Cinneide, C.A. (1990). “Characterization of phase-type distributions,” Stochastic Models, 6, 1–57.

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  4. Johnson, M.A. (1993). “Selecting parameters of phase distributions: Combining nonlinear programming, heuristics, and Erlang distributions,” ORSA Jl. Computing, 5, 69–83.

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  5. Johnson, M.A. (1993). “An empirical study of queueing approximations based on phase-type distributions,” Stochastic Models, 9, 531–561.

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  6. Neuts, M.F. (1981). Matrix-Geometric Solutions in Stochastic Models: An Algorithmic Approach. The Johns Hopkins University Press, Baltimore. Reprinted by Dover Publications, 1994.

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  7. Pagano, M.E. and Neuts, M.F. (1981). “Generating Random Variates from a Distribution of Phase Type,” 1981 Winter Simulation Conference Proceedings, T.I. Oren, C.M. Delfosse, C.M. Shub, eds., 381–387.

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  8. Schmickler, L. (1992). “MEDA: Mixed Erlang distributions as phase-type representations of empirical distribution functions,” Stochastic Models, 8, 131–156.

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Author information

Authors and Affiliations

  1. The University of Arizona, Tucson, USA

    Marcel F. Neuts

Authors
  1. Marcel F. Neuts
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Editor information

Editors and Affiliations

  1. Robert H. Smith School of Business, University of Maryland, College Part, Maryland, USA

    Saul I. Gass

  2. School of Information Technology & Engineering, George Mason University, Fairfax, Virginia, USA

    Carl M. Harris

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© 2001 Kluwer Academic Publishers

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Neuts, M.F. (2001). Phase-type probability distributions . In: Gass, S.I., Harris, C.M. (eds) Encyclopedia of Operations Research and Management Science. Springer, New York, NY. https://doi.org/10.1007/1-4020-0611-X_755

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  • DOI: https://doi.org/10.1007/1-4020-0611-X_755

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  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-0-7923-7827-3

  • Online ISBN: 978-1-4020-0611-1

  • eBook Packages: Springer Book Archive

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