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Modelling correlated arrivals with a phase-type process
Published online by Cambridge University Press: 01 July 2016
Extract
One considers semi-Markov processes using phase-type distributions, such that the marginal distribution of the interevent times are identically distributed but not independent. By suitably choosing the phase-type distributions, one obtains an exponential marginal distribution.
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- Applied Probability in Biology and Engineering. An ORSA/TIMS Special Interest Meeting
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- Copyright © Applied Probability Trust 1984