Algorithms for Coxianization of Phase-Type Generators

doi:10.1287/ijoc.1100.0383

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	Algorithms for Coxianization of Phase-Type Generators
	He, Qi-Ming 1; Zhang, Hanqin2,3 ; Xue, Jungong 4
	2011-12-01
发表期刊	INFORMS JOURNAL ON COMPUTING
ISSN	1091-9856
卷号	23 期号:1 页码:153-164
摘要	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.
关键词	matrix-analytic methods Coxian distribution phase-type distribution probability distribution
DOI	10.1287/ijoc.1100.0383
语种	英语
WOS研究方向	Computer Science ; Operations Research & Management Science
WOS类目	Computer Science, Interdisciplinary Applications ; Operations Research & Management Science
WOS记录号	WOS:000287841500011
出版者	INFORMS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/11930
专题	应用数学研究所
通讯作者	He, Qi-Ming
作者单位	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
推荐引用方式 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.