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Algorithms for Coxianization of Phase-Type Generators
He, Qi-Ming1; Zhang, Hanqin2,3; Xue, Jungong4
AbstractThis paper develops algorithms for finding Coxian generators to phase-type (PH)-majorize a PH-generator T with only real eigenvalues. In the first part of this paper, we investigate matrices S and P satisfying TP = PS and Pe = e. Conditions on T are identified for S to be an ordered Coxian generator and for P to be nonnegative, which consequently implies that S PH-majorizes T. It is shown that every PH-generator with only real eigenvalues is PH-majorized by some Coxian generator. In the second part of this paper, the results on S and P and the conditions on T are used to develop efficient algorithms for Coxianization of PH-generators. Numerical examples are presented for a comparison between the developed algorithms.
Keywordmatrix-analytic methods Coxian distribution phase-type distribution probability distribution
WOS Research AreaComputer Science ; Operations Research & Management Science
WOS SubjectComputer Science, Interdisciplinary Applications ; Operations Research & Management Science
WOS IDWOS:000287841500011
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Document Type期刊论文
Corresponding AuthorHe, Qi-Ming
Affiliation1.Dalhousie Univ, Dept Ind Engn, Halifax, NS B3J 2X4, Canada
2.NUS Business Sch, Singapore 119245, Singapore
3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China
4.Fudan Univ, Sch Math Sci, Shanghai 200433, Peoples R China
Recommended Citation
GB/T 7714
He, Qi-Ming,Zhang, Hanqin,Xue, Jungong. Algorithms for Coxianization of Phase-Type Generators[J]. INFORMS JOURNAL ON COMPUTING,2011,23(1):153-164.
APA He, Qi-Ming,Zhang, Hanqin,&Xue, Jungong.(2011).Algorithms for Coxianization of Phase-Type Generators.INFORMS JOURNAL ON COMPUTING,23(1),153-164.
MLA He, Qi-Ming,et al."Algorithms for Coxianization of Phase-Type Generators".INFORMS JOURNAL ON COMPUTING 23.1(2011):153-164.
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