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Matrix-Exponential Distributions in Applied Probability

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Cover of 'Matrix-Exponential Distributions in Applied Probability'

Table of Contents

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    Book Overview
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    Chapter 1 Preliminaries on Stochastic Processes
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    Chapter 2 Martingales and More General Markov Processes
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    Chapter 3 Phase-Type Distributions
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    Chapter 4 Matrix-Exponential Distributions
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    Chapter 5 Renewal Theory
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    Chapter 6 Random Walks
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    Chapter 7 Regeneration and Harris Chains
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    Chapter 8 Multivariate Distributions
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    Chapter 9 Markov Additive Processes
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    Chapter 10 Markovian Point Processes
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    Chapter 11 Some Applications to Risk Theory
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    Chapter 12 Statistical Methods for Markov Processes
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    Chapter 13 Estimation of Phase-Type Distributions
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