Phase-type Distributions: Open Problems and a Few Properties

  title={Phase-type Distributions: Open Problems and a Few Properties},
  author={Art Colm and O 'cinneide},
  • Art Colm, O 'cinneide
  • Published 1997
A phase-type distribution is the distribution of a killing time in a nite-state Markov chain. This paper describes some conjectures concerning these distributions. Some partial proofs and other evidence are ooered in support of the conjectures. Some of the conjectures are structural in nature, and concern the geometry of the set of phase-type distributions, while others are quantitative, and concern the properties of their densities.