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Bibliographic Details
Main Authors: Battagliola, Maria Laura, Peralta, Oscar
Format: Preprint
Published: 2026
Subjects:
Online Access:https://arxiv.org/abs/2604.26304
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Table of Contents:
  • Near-deterministic positive delays require highly concentrated distributions, but phase-type models are constrained by the Erlang variance limit. While matrix-exponential distributions can empirically bypass this barrier, prior low-variance constructions relied entirely on numerical optimization. We propose an explicit family of concentrated matrix-exponential densities for the unit delay, obtained by raising the trigonometric Fejér kernel to logarithmic power. With exact moments and closed-form parameters, this gives the first analytical proof of a matrix-exponential class that asymptotically surpasses the Erlang bound.