The abscissa of convergence of the laplace-stieltjes transform of a ph-distribution
作者:
Marcel F. Neuts,
期刊:
Communications in Statistics - Simulation and Computation
(Taylor Available online 1984)
卷期:
Volume 13,
issue 3
页码: 367-373
ISSN:0361-0918
年代: 1984
DOI:10.1080/03610918408812381
出版商: Marcel Dekker, Inc.
关键词: probability distribution of phase type;abscissa of convergence;computational probability
数据来源: Taylor
摘要:
If a probability distribution of phase type has an irreducible representation (α,T), the abscissa of convergence of its Laplace-Stieltjes transform is shown to be the eigenvalue of maximum real part of the matrix T.
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