Approximation of a positive random variable distribution by the mixture of exponential distsibutions
Articles
Eimutis Valakevičius
Kaunas University of Technology
Published 1998-12-14
https://doi.org/10.15388/LMD.1998.37962
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How to Cite

Valakevičius, E. (1998) “Approximation of a positive random variable distribution by the mixture of exponential distsibutions ”, Lietuvos matematikos rinkinys, 38(II), pp. 475–477 . doi:10.15388/LMD.1998.37962.
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No. II (1998)

Approximation of a positive random variable distribution by the mixture of exponential distsibutions

Abstract

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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