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20172024
most citedFitting phase--type scale mixtures to heavy--tailed data and distributions

3 citations · 5 across the 7 of their papers we have counts for

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Showing 2018Show all

2 papers · 1 filter

math.PR2018

Inhomogeneous phase--type distributions and heavy tails

Hansjörg Albrecher, Mogens Bladt

We extend the construction principle of phase-type (PH) distributions to allow for inhomogeneous transition rates and show that this naturally leads to direct probabilistic descrip…

q-bio.PE2018

Phase-type distributions in population genetics

Asger Hobolth, Arno Siri-Jégousse, Mogens Bladt

Probability modelling for DNA sequence evolution is well established and provides a rich framework for understanding genetic variation between samples of individuals from one or mo…