The software the numerical implementation of the results presented in Stefanita Mocanu and Christian Commault. Sparse representations of phase-type distributions. submitted to Commun. Stat., Stochastic Models, 1998. It is intended to compute highly sparse representations for general phase-type distributions. Stieljes transform of the distribution.
Source files are available on request.
In order to use the software you must have Windows 95 or Windows NT installed on your computer. Check under the Freee Software section. Software Stochast, of Hank Tijms. This software package is the result of many years of research on computational probability done at the Vrije University in Amsterdam. The university site-license permits use of the software on an unlimited number of machines.