On the Properties of Acyclic Bilateral Phase Type Distributions

András Horváth; Miklós Telek

1st International ICST Workshop on Tools for solving Structured Markov Chains

Research Article

On the Properties of Acyclic Bilateral Phase Type Distributions

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@INPROCEEDINGS{10.4108/smctools.2007.1941,
    author={Andr\^{a}s Horv\^{a}th and Mikl\^{o}s Telek},
    title={On the Properties of Acyclic Bilateral Phase Type Distributions},
    proceedings={1st International ICST Workshop on Tools for solving Structured Markov Chains},
    proceedings_a={SMCTOOLS},
    year={2010},
    month={5},
    keywords={phase type distributions bilateral phase type distributions moment bounds moment fitting.},
    doi={10.4108/smctools.2007.1941}
}

András Horváth
Miklós Telek
Year: 2010
On the Properties of Acyclic Bilateral Phase Type Distributions
SMCTOOLS
ICST
DOI: 10.4108/smctools.2007.1941

András Horváth¹^,*, Miklós Telek²^,*

1: Dipartimento di Informatica, Università di Torino
2: Department of Telecommunications,University of Budapest

*Contact email: horvath@di.unito.it, telek@hit.bme.hu

Abstract

This paper aims to collect a set of properties of bilateral phase type (BPH) distributions that helps their practical use. Similar to the relation of the phase type (PH) and the acyclic phase type (APH) distributions, it turns out that restricting the underlying Markov chain to be acyclic results in a more tractable class of distributions, the acyclic bilateral phase type (ABPH) distributions. Here we present a canonical representation, moment bounds and moment matching methods for ABPH distributions.

Keywords: phase type distributions bilateral phase type distributions moment bounds moment fitting.

Published: 2010-05-16
Modified: 2011-09-18

: http://dx.doi.org/10.4108/smctools.2007.1941