2 papers
math.PR2017
The time-dependent expected reward and deviation matrix of a finite QBD process
Sarah Dendievel, Sophie Hautphenne, Guy Latouche +1
Deriving the time-dependent expected reward function associated with a continuous-time Markov chain involves the computation of its transient deviation matrix. In this paper we foc…
math.PR2012
On the nature of Phase-Type Poisson distributions
Sophie Hautphenne, Guy Latouche, Giang Nguyen
Matrix-form Poisson probability distributions were recently introduced as one matrix generalization of Panjer distributions. We show in this paper that under the constraint that th…