Approximation of a positive random variable distribution by the mixture of exponential distsibutions
In the paper is proposed a method how to approximate the model of non-markovian stochastic system by markovian one with a countable space of states and continuous time.
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Main Author: | Eimutis Valakevičius |
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Format: | Article |
Language: | English |
Published: |
Vilnius University Press
1998-12-01
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Series: | Lietuvos Matematikos Rinkinys |
Online Access: | https://ojs.test/index.php/LMR/article/view/37962 |
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