Spectral polynomial algorithms for computing bi-diagonal representations for phase type distributions and matrix-exponential distributions

doi:10.1080/15326340600649045

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	Spectral polynomial algorithms for computing bi-diagonal representations for phase type distributions and matrix-exponential distributions
	He, QM ; Zhang, HQ
	2006
发表期刊	STOCHASTIC MODELS
ISSN	1532-6349
卷号	22 期号:2 页码:289-317
摘要	In this paper, we develop two spectral polynomial algorithms for computing bi-diagonal representations of matrix-exponential distributions and phase type (PH) distributions. The algorithms only use information about the spectrum of the original representation and, consequently, are efficient and easy to implement. For PH-representations with only real eigenvalues, some conditions are identified for the bi-diagonal representations to be ordered Coxian representations. It is shown that every PH-representation with a symmetric PH-generator has an equivalent ordered Coxian representation of the same or a smaller order. An upper bound of the PH-order of a PH-distribution with a triangular or symmetric PH-generator is obtained.
关键词	coxian distribution invariant polytope matrix analytic methods matrix-exponential distribution PH-distribution
DOI	10.1080/15326340600649045
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000237606500006
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/3897
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 100080, Peoples R China
推荐引用方式 GB/T 7714	He, QM,Zhang, HQ. Spectral polynomial algorithms for computing bi-diagonal representations for phase type distributions and matrix-exponential distributions[J]. STOCHASTIC MODELS,2006,22(2):289-317.
APA	He, QM,&Zhang, HQ.(2006).Spectral polynomial algorithms for computing bi-diagonal representations for phase type distributions and matrix-exponential distributions.STOCHASTIC MODELS,22(2),289-317.
MLA	He, QM,et al."Spectral polynomial algorithms for computing bi-diagonal representations for phase type distributions and matrix-exponential distributions".STOCHASTIC MODELS 22.2(2006):289-317.