On the use of functional calculus for phase-type and related distributions.
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| Title: | On the use of functional calculus for phase-type and related distributions. |
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| Authors: | Bladt, Mogens1 (AUTHOR), Navarro, Azucena Campillo2 (AUTHOR), Nielsen, Bo Friis2 (AUTHOR) bfn@imm.dtu.dk |
| Source: | Stochastic Models. 2016, Vol. 32 Issue 1, p1-19. 19p. 1 Diagram, 1 Graph. |
| Subjects: | Functional calculus, Mathematical formulas, Algorithms, Stochastic models, Mathematical complexes, Operator theory |
| Abstract: | The area of phase-type distributions is renowned for its ability to obtain closed form formulas or algorithmically exact solutions to many complex stochastic models. The method of functional calculus will provide an additional tool along these lines for establishing results in terms of functions of matrices. Functional calculus, which is a branch of operator theory frequently associated with complex analysis, can be applied to phase-type and matrix-exponential distributions in a rather straightforward way. In this article we provide a number of examples of how to execute the formal arguments. [ABSTRACT FROM PUBLISHER] |
| Copyright of Stochastic Models is the property of Taylor & Francis Ltd and its content may not be copied or emailed to multiple sites without the copyright holder's express written permission. Additionally, content may not be used with any artificial intelligence tools or machine learning technologies. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.) | |
| Database: | Engineering Source |
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| Header | DbId: egs DbLabel: Engineering Source An: 112814386 AccessLevel: 6 PubType: Academic Journal PubTypeId: academicJournal PreciseRelevancyScore: 0 |
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| Items | – Name: Title Label: Title Group: Ti Data: On the use of functional calculus for phase-type and related distributions. – Name: Author Label: Authors Group: Au Data: <searchLink fieldCode="AR" term="%22Bladt%2C+Mogens%22">Bladt, Mogens</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Navarro%2C+Azucena+Campillo%22">Navarro, Azucena Campillo</searchLink><relatesTo>2</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Nielsen%2C+Bo+Friis%22">Nielsen, Bo Friis</searchLink><relatesTo>2</relatesTo> (AUTHOR)<i> bfn@imm.dtu.dk</i> – Name: TitleSource Label: Source Group: Src Data: <searchLink fieldCode="JN" term="%22Stochastic+Models%22">Stochastic Models</searchLink>. 2016, Vol. 32 Issue 1, p1-19. 19p. 1 Diagram, 1 Graph. – Name: Subject Label: Subjects Group: Su Data: <searchLink fieldCode="DE" term="%22Functional+calculus%22">Functional calculus</searchLink><br /><searchLink fieldCode="DE" term="%22Mathematical+formulas%22">Mathematical formulas</searchLink><br /><searchLink fieldCode="DE" term="%22Algorithms%22">Algorithms</searchLink><br /><searchLink fieldCode="DE" term="%22Stochastic+models%22">Stochastic models</searchLink><br /><searchLink fieldCode="DE" term="%22Mathematical+complexes%22">Mathematical complexes</searchLink><br /><searchLink fieldCode="DE" term="%22Operator+theory%22">Operator theory</searchLink> – Name: Abstract Label: Abstract Group: Ab Data: The area of phase-type distributions is renowned for its ability to obtain closed form formulas or algorithmically exact solutions to many complex stochastic models. The method of functional calculus will provide an additional tool along these lines for establishing results in terms of functions of matrices. Functional calculus, which is a branch of operator theory frequently associated with complex analysis, can be applied to phase-type and matrix-exponential distributions in a rather straightforward way. In this article we provide a number of examples of how to execute the formal arguments. [ABSTRACT FROM PUBLISHER] – Name: AbstractSuppliedCopyright Label: Group: Ab Data: <i>Copyright of Stochastic Models is the property of Taylor & Francis Ltd and its content may not be copied or emailed to multiple sites without the copyright holder's express written permission. Additionally, content may not be used with any artificial intelligence tools or machine learning technologies. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract.</i> (Copyright applies to all Abstracts.) |
| PLink | https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=egs&AN=112814386 |
| RecordInfo | BibRecord: BibEntity: Identifiers: – Type: doi Value: 10.1080/15326349.2015.1064773 Languages: – Code: eng Text: English PhysicalDescription: Pagination: PageCount: 19 StartPage: 1 Subjects: – SubjectFull: Functional calculus Type: general – SubjectFull: Mathematical formulas Type: general – SubjectFull: Algorithms Type: general – SubjectFull: Stochastic models Type: general – SubjectFull: Mathematical complexes Type: general – SubjectFull: Operator theory Type: general Titles: – TitleFull: On the use of functional calculus for phase-type and related distributions. Type: main BibRelationships: HasContributorRelationships: – PersonEntity: Name: NameFull: Bladt, Mogens – PersonEntity: Name: NameFull: Navarro, Azucena Campillo – PersonEntity: Name: NameFull: Nielsen, Bo Friis IsPartOfRelationships: – BibEntity: Dates: – D: 01 M: 01 Text: 2016 Type: published Y: 2016 Identifiers: – Type: issn-print Value: 15326349 Numbering: – Type: volume Value: 32 – Type: issue Value: 1 Titles: – TitleFull: Stochastic Models Type: main |
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