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Phase-Type Distributions

  • Peter Buchholz
  • Jan Kriege
  • Iryna Felko
Chapter
Part of the SpringerBriefs in Mathematics book series (BRIEFSMATH)

Abstract

Continuous-time Markov chainsContinuous-time Markov chain (CTMCs)CTMC seealso Continuous-time Markov chain Markov chain seealso Continuous-time Markov chain are a class of stochastic processes with a discrete state space in which the time between transitions follows an exponential distribution. In this section, we first provide the basic definitions for CTMCs and notations associated with this model. We then proceed with an explanation of the basic concepts for phase-type distributions (PHDs) and the analysis of such models. For theoretical details about CTMCs and related stochastic processes we refer to the literature [151].

Keywords

Markov Chain Transition Rate Transient State Canonical Representation Infinitesimal Generator 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Peter Buchholz, Jan Kriege, Iryna Felko 2014

Authors and Affiliations

  • Peter Buchholz
    • 1
  • Jan Kriege
    • 1
  • Iryna Felko
    • 1
  1. 1.Department of Computer ScienceTechnical University of DortmundDortmundGermany

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