On moments of discrete phase-type distributions

Authors:
Tuǧrul Dayar
Affiliations:
Department of Computer Engineering, Bilkent University, Bilkent, Ankara, Turkey
Venue:
EPEW'05/WS-FM'05 Proceedings of the 2005 international conference on European Performance Engineering, and Web Services and Formal Methods, international conference on Formal Techniques for Computer Systems and Business Processes
Year:
2005

Citing 6
Cited 0

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Abstract

Recently, an efficient and stable method to compute moments of first passage times from a subset of states classified as safe to the other states in ergodic discrete-time Markov chains (DTMCs) has been proposed. This paper shows that the same method can be used to compute moments of discrete phase-type (DPH) distributions, analyzes its complexity on various acyclic DPH (ADPH) distributions, and presents results on a set of DPH distributions arising in a test suite of DTMCs.