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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Bibliographic Details
Main Author: Eimutis Valakevičius
Format: Article
Language:English
Published: Vilnius University Press 1998-12-01
Series:Lietuvos Matematikos Rinkinys
Online Access:https://ojs.test/index.php/LMR/article/view/37962
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