Abstract
AbstractRecently, an efficient and stable method to compute moments of first passage times from a subset of states classified as safe to the other states in ergodic discrete-time Markov chains (DTMCs) has been proposed. This paper shows that the same method can be used to compute moments of discrete phase-type (DPH) distributions, analyzes its complexity on various acyclic DPH (ADPH) distributions, and presents results on a set of DPH distributions arising in a test suite of DTMCs.KeywordsTest SuiteBusy PeriodTest MatriceFactorial MomentMoment VectorThese keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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