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» Multivariate matrix-exponential distributions
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DAGSTUHL
2007
13 years 7 months ago
On the Properties of Moments of Matrix Exponential Distributions and Matrix Exponential Processes
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...
Levente Bodrog, András Horváth, Mikl...
ASMTA
2009
Springer
75views Mathematics» more  ASMTA 2009»
13 years 9 months ago
Moments Characterization of Order 3 Matrix Exponential Distributions
András Horváth, Sándor R&aacu...
ANOR
2008
69views more  ANOR 2008»
13 years 5 months ago
Moment characterization of matrix exponential and Markovian arrival processes
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...
Levente Bodrog, András Horváth, Mikl...
QUESTA
2006
80views more  QUESTA 2006»
13 years 5 months ago
Sojourn time distributions in the queue defined by a general QBD process
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...
Toshihisa Ozawa
SIGPRO
2011
275views Hardware» more  SIGPRO 2011»
12 years 8 months ago
Synthesis of multivariate stationary series with prescribed marginal distributions and covariance using circulant matrix embeddi
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...
Hannes Helgason, Vladas Pipiras, Patrice Abry