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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).


Takayuki Osogami 2005-07-19