PH-invariant polytopes and coxian representations of phase type distributions

doi:10.1080/15326340600820349

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	PH-invariant polytopes and coxian representations of phase type distributions
	He, Qi-Ming ; Zhang, Hanqin
	2006
发表期刊	STOCHASTIC MODELS
ISSN	1532-6349
卷号	22 期号:3 页码:383-409
摘要	In this paper, we study the relationship between phase type (PH) distributions, PH-invariant polytopes, and Coxian representations of PH-distributions. Explicit links are established between vectors in PH-invariant polytopes, PH-representations, and probability measures. A method is developed for the construction of PH-invariant polytopes associated with ordered Coxian representations. The relationship between PH-invariant polytopes and spectral polynomial algorithms is explored as well. Furthermore, a generic algorithm for computing bidiagonal PH-representations of PH-distributions is developed. Numerical examples are provided to gain insight into the problems of interest.
关键词	aggregated Markov chain Coxian distribution Jordan canonical form matrix analytic methods PH-distribution polytope
DOI	10.1080/15326340600820349
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000239606500002
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/3237
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.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China
推荐引用方式 GB/T 7714	He, Qi-Ming,Zhang, Hanqin. PH-invariant polytopes and coxian representations of phase type distributions[J]. STOCHASTIC MODELS,2006,22(3):383-409.
APA	He, Qi-Ming,&Zhang, Hanqin.(2006).PH-invariant polytopes and coxian representations of phase type distributions.STOCHASTIC MODELS,22(3),383-409.
MLA	He, Qi-Ming,et al."PH-invariant polytopes and coxian representations of phase type distributions".STOCHASTIC MODELS 22.3(2006):383-409.