KMS Of Academy of mathematics and systems sciences, CAS
| PH-invariant polytopes and coxian representations of phase type distributions | |
He, Qi-Ming; Zhang, Hanqin
| |
| 2006 | |
| Source Publication | STOCHASTIC MODELS
 |
| ISSN | 1532-6349 |
| Volume | 22Issue:3Pages:383-409 |
| Abstract | 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. |
| Keyword | aggregated Markov chain Coxian distribution Jordan canonical form matrix analytic methods PH-distribution polytope |
| DOI | 10.1080/15326340600820349 |
| Language | 英语 |
| WOS Research Area | Mathematics |
| WOS Subject | Statistics & Probability |
| WOS ID | WOS:000239606500002 |
| Publisher | TAYLOR & FRANCIS INC |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/3237 |
| 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.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China |
| Recommended Citation 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. |
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