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9781493970476

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This book may be used as a graduate-level textbook, and the authors provide outlines of several possible courses based on it, as well as exercises at the end of each chapter. ... this book is a very good introduction to phase-type and matrix-exponential distributions, which manages to effectively convey the scope of their applications across probability and statistics, and seems well suited to its intended graduate-level audience. (Fraser Daly, zbMATH 1375.60002, 2018)

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Bo Friis Nielsen is an associate professor in the Department of Applied Mathematics and Computer Science at the Technical University of Denmark.  Mogens Bladt is a researcher in the Department of Probability  and Statistics at the Institute for Applied Mathematics and Systems, National University of Mexico (UNAM).

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