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.
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.)
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  Data: On the use of functional calculus for phase-type and related distributions.
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  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>
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  Data: <searchLink fieldCode="JN" term="%22Stochastic+Models%22">Stochastic Models</searchLink>. 2016, Vol. 32 Issue 1, p1-19. 19p. 1 Diagram, 1 Graph.
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  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.)
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        Value: 10.1080/15326349.2015.1064773
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      – Code: eng
        Text: English
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        PageCount: 19
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    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
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      – TitleFull: On the use of functional calculus for phase-type and related distributions.
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            NameFull: Navarro, Azucena Campillo
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            NameFull: Nielsen, Bo Friis
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              M: 01
              Text: 2016
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              Y: 2016
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              Value: 32
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