Phase-Type Distributions

Continuous-time Markov chainsContinuous-time Markov chain (CTMCs)CTMC seealso Continuous-time Markov chain Markov chain seealso Continuous-time Markov chain are a class of stochastic processes with a discrete state space in which the time between transitions follows an exponential distribution. In this section, we first provide the basic definitions for CTMCs and notations associated with this model. We then proceed with an explanation of the basic concepts for phase-type distributions (PHDs) and the analysis of such models. For theoretical details about CTMCs and related stochastic processes we refer to the literature [151].

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