KMS Of Academy of mathematics and systems sciences, CAS
| Algorithms for Coxianization of Phase-Type Generators | |
He, Qi-Ming1; Zhang, Hanqin2,3 ; Xue, Jungong4
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| 2011-12-01 | |
| Source Publication | INFORMS JOURNAL ON COMPUTING
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| ISSN | 1091-9856 |
| Volume | 23Issue:1Pages:153-164 |
| Abstract | This 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. |
| Keyword | matrix-analytic methods Coxian distribution phase-type distribution probability distribution |
| DOI | 10.1287/ijoc.1100.0383 |
| Language | 英语 |
| WOS Research Area | Computer Science ; Operations Research & Management Science |
| WOS Subject | Computer Science, Interdisciplinary Applications ; Operations Research & Management Science |
| WOS ID | WOS:000287841500011 |
| Publisher | INFORMS |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/11930 |
| Collection | 应用数学研究所 |
| Corresponding Author | He, Qi-Ming |
| Affiliation | 1.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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