Abstract
Recently, an efficient and stable method to compute moments of first passage times from a subset of states classified as safe to the other states in ergodic discrete-time Markov chains (DTMCs) has been proposed. This paper shows that the same method can be used to compute moments of discrete phase-type (DPH) distributions, analyzes its complexity on various acyclic DPH (ADPH) distributions, and presents results on a set of DPH distributions arising in a test suite of DTMCs.
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Dayar, T. (2005). On Moments of Discrete Phase-Type Distributions. In: Bravetti, M., Kloul, L., Zavattaro, G. (eds) Formal Techniques for Computer Systems and Business Processes. EPEW WS-FM 2005 2005. Lecture Notes in Computer Science, vol 3670. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11549970_5
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DOI: https://doi.org/10.1007/11549970_5
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