Matrix-exponential distributions in applied probability. (2017)

• Record Type: Book
• Further Information: Note: Mogens Bladt, Bo Friis Nielsen.
• Authors: Bladt, Mogens; Nielsen, Bo Friis
• Contents: 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.
• Publisher Details: New York, NY : Springer
• Publication Date: 2017
• Extent: 1 online resource (xvii, 736 pages), illustrations (some color)
• Subjects: 519.2/33; Mathematics; Markov processes; Probabilities; Markov processes; Probabilities; Mathematics; Probability Theory and Stochastic Processes; Operations Research, Management Science; Business & Economics -- Operations Research; Operational research; Distribution (Probability theory); Mathematics -- Probability & Statistics -- General; Probability & statistics; Electronic books
• Languages: English
• ISBNs: 9781493970490; 1493970496; 9781493970476
• Related ISBNs: 9781493970476; 149397047X
• Notes: Note: Includes bibliographical references and index.; Note: Online resource; title from PDF title page (SpringerLink, viewed May 24, 2017).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.