519.2
Bladt, Mogens.
Matrix-Exponential Distributions in Applied Probability by Mogens Bladt, Bo Friis Nielsen. -
XVII, 736 p. 58 illus., 21 illus. in color. online resource.
- (Probability Theory and Stochastic Modelling, 81)
Content notes : Preface -- Notation -- Preliminaries on Stochastic Processes -- Martingales and More General Markov Processes -- Phase-type Distributions -- Matrix-exponential Distributions -- Renewal Theory -- Random Walks -- Regeneration and Harris Chains -- Multivariate Distributions -- Markov Additive Processes -- Markovian Point Processes -- Some Applications to Risk Theory -- Statistical Methods for Markov Processes -- Estimation of Phase-type Distributions -- Bibliographic Notes -- Appendix.
9781493970490
* Distribution (Probability theory. Probability Theory and Stochastic Processes. Operations Research, Management Science.
* Nielsen, Bo Friis., aut, http://id.loc.gov/vocabulary/relators/aut
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* Series