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Modelling correlated arrivals with a phase-type process

Published online by Cambridge University Press:  01 July 2016

Guy Latouche*
Affiliation:
Universite Libre de Bruxelles

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.

Type
Applied Probability in Biology and Engineering. An ORSA/TIMS Special Interest Meeting
Copyright
Copyright © Applied Probability Trust 1984 

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