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Author Bodrog, Levente
Source CiteSeerX
Content type Text
File Format PDF
Subject Domain (in DDC) Computer science, information & general works ♦ Data processing & computer science
Subject Keyword Matrix Exponential Distribution ♦ Matrix Exponential Process ♦ Potential Use ♦ Provided Property ♦ Joint Moment ♦ Low Order ♦ Finite Dimensional Moment ♦ Related Example
Abstract In this paper we provide properties of moments of matrix exponential distributions and joint moments of matrix exponential processes. Based on the provided properties, an algorithm is pre-sented to compute any finite dimensional moments of these processes based on a set of required (low order) moments. This algorithm does not require the computation of any representation of the given process. We present some related examples to demonstrate the potential use of the properties of moments.
Educational Role Student ♦ Teacher
Age Range above 22 year
Educational Use Research
Education Level UG and PG ♦ Career/Technical Study
Learning Resource Type Article