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#

Brief tutorial on phase type distributions

In this section, we provide a brief tutorial on the PH distribution,
limiting our discussion to the *continuous time* PH distribution.
For the purpose of understanding this chapter, one only needs to know
the definitions of the PH distribution and its subclasses. We also
provide some basic properties of the PH distribution (e.g., its
density and distribution functions), which we will need later in
Chapter 3. These properties can also be used to further
study the characteristics of our solutions (e.g., the density and
distribution functions of the EC distribution).

**Subsections**

Takayuki Osogami
2005-07-19