Abstract

This chapter provides an overview of the counterpart to discrete phase type distributions. Continuous phase type (CPH) distributions include well-known distributions like exponential, Erlang and hyperexponential. CPH distributions have very nice closure properties and the fact that they need mostly matrix formalism makes them attractive for use in practice. The chapter discusses CPH distributions by providing the basics and key closure properties. It details several illustrative examples to further strengthen the understanding of the concepts as these are part of the building blocks for matrix-analytic methods. The chapter then presents the renewal process associated with the CPH distributions. Along with the basic properties, it presents a computational scheme for computing the matrices associated with the CPH renewal process.

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