On the distribution of discounted compound renewal sums with PH claims
The family of phase-type (PH) distributions has many good properties such as closure under convolution and mixtures and have rational Laplace transforms. PH distributions are widely used in applications of stochastic models such as in queueing systems, biostatistics and engineering. They are also ap...
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2007
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| Online Access: | http://spectrum.library.concordia.ca/975655/1/MR34469.pdf Wang, Ya Fang <http://spectrum.library.concordia.ca/view/creators/Wang=3AYa_Fang=3A=3A.html> (2007) On the distribution of discounted compound renewal sums with PH claims. Masters thesis, Concordia University. |