58 citations · 76 across the 12 of their papers we have counts for
3 papers · 1 filter
Continuous scaled phase-type distributions
Hansjoerg Albrecher, Martin Bladt, Mogens Bladt +1
Products between phase-type distributed random variables and any independent, positive and continuous random variable are studied. Their asymptotic properties are established, and…
Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon
Mogens Bladt, Jevgenijs Ivanovs
There is an abundance of useful fluctuation identities for one-sided Lévy processes observed up to an independent exponentially distributed time horizon. We show that all the funda…
Multivariate phase-type theory for the site frequency spectrum
Asger Hobolth, Mogens Bladt, Lars Nørvang Andersen
Linear functions of the site frequency spectrum (SFS) play a major role for understanding and investigating genetic diversity. Estimators of the mutation rate (e.g. based on the to…