In this paper we provide properties of moments of matrix exponential distributions and joint moments of matrix exponential processes. Based on the provided properties, an algorith...
This paper provides a general framework for establishing the relation between various moments of matrix exponential and Markovian processes. Based on this framework we present an a...
We consider a general QBD process as defining a FIFO queue and obtain the stationary distribution of the sojourn time of a customer in that queue as a matrix exponential distribut...
The problem of synthesizing multivariate stationary series Y [n] = (Y1[n], . . . , YP [n])T , n ∈ Z, with prescribed non-Gaussian marginal distributions, and a targeted covarian...