A note on unicyclic representations of phase type distributions

doi:10.1081/STM-200057131

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	A note on unicyclic representations of phase type distributions
	He, QM ; Zhang, HQ
	2005
发表期刊	STOCHASTIC MODELS
ISSN	1532-6349
卷号	21 期号:2-3 页码:465-483
摘要	In this note, we study the unicyclic representation introduced in O'Cinneide([21]). First, we present a counterexample to the conjecture that every PH-representation has an equivalent unicyclic representation of the same order. Then we show that the conjecture holds if the order of the PH-representation is 3. We also introduce an algorithm for computing a unicyclic generator of order 3, which PH-majorizes the original PH-generator, for any PH-generator of order 3. For the general case, we develop a nonlinear program for computing unicyclic representations for PH-distributions.
关键词	matrix analytic methods phase type distribution probability distribution
DOI	10.1081/STM-200057131
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000230199400012
出版者	TAYLOR & FRANCIS INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/1936
专题	应用数学研究所
通讯作者	He, QM
作者单位	1.Dalhousie Univ, Dept Ind Engn, Halifax, NS B3J 2X4, Canada 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China
推荐引用方式 GB/T 7714	He, QM,Zhang, HQ. A note on unicyclic representations of phase type distributions[J]. STOCHASTIC MODELS,2005,21(2-3):465-483.
APA	He, QM,&Zhang, HQ.(2005).A note on unicyclic representations of phase type distributions.STOCHASTIC MODELS,21(2-3),465-483.
MLA	He, QM,et al."A note on unicyclic representations of phase type distributions".STOCHASTIC MODELS 21.2-3(2005):465-483.