Phase Type Distributions Theory and Application
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Form:Einzelkauf Download
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Sprache:Englisch
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eBook Format:PDF
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Produktdetails
Format
Kopierschutz
Ja
Family Sharing
Nein
Text-to-Speech
Nein
Erscheinungsdatum
18.10.2024
Verlag
WileySeitenzahl
280 (Printausgabe)
Dateigröße
9766 KB
Auflage
1. Auflage
Sprache
Englisch
EAN
9781394329892
Phase type distributions are widely applicable modeling and statistical tools for non-negative random quantities. They are built on Markov chains, which provide a simple, intuitive stochastic interpretation for their use.
Phase Type Distribution starts from the Markov chain-based definition of phase type distributions and presents many interesting properties, which follow from the basic definition.
As a general family of non-negative distributions with nice analytical properties, phase type distributions can be used for approximating experimental distributions by fitting or by moments matching; and, for discrete event simulation of real word systems with stochastic timing, such as production systems, service operations, communication networks, etc. This book summarizes the up-to-date fitting, matching and simulation methods, and presents the limits of flexibility of phase type distributions of a given order.
Additionally, this book lists numerical examples that support the intuitive understanding of the analytical descriptions and software tools that handle phase type distributions.
Phase Type Distribution starts from the Markov chain-based definition of phase type distributions and presents many interesting properties, which follow from the basic definition.
As a general family of non-negative distributions with nice analytical properties, phase type distributions can be used for approximating experimental distributions by fitting or by moments matching; and, for discrete event simulation of real word systems with stochastic timing, such as production systems, service operations, communication networks, etc. This book summarizes the up-to-date fitting, matching and simulation methods, and presents the limits of flexibility of phase type distributions of a given order.
Additionally, this book lists numerical examples that support the intuitive understanding of the analytical descriptions and software tools that handle phase type distributions.
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