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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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