LECTURE NOTES IN COMPUTER SCIENCE, VOL.3670, PP.51-63, 2005.

TITLE: On Moments of Discrete Phase-Type Distributions

AUTHORS: Tugrul Dayar

ABSTRACT: Recently, 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. 

KEY WORDS: Markov chains, discrete phase-type (DPH) distributions, moments, 
GTH algorithm.