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An algorithm for computing minimal Coxian representations
He, Qi-Ming1; Zhang, Hanqin2
2008-03-01
Source PublicationINFORMS JOURNAL ON COMPUTING
ISSN1091-9856
Volume20Issue:2Pages:179-190
AbstractThis paper presents an algorithm for computing minimal ordered Coxian representations of phase-type distributions whose Laplace-Stieltjes transform has only real poles. We first identify a set of necessary and sufficient conditions for an ordered Coxian representation to be minimal with respect to the number of phases involved. The conditions establish a relationship between the Coxian representations of a Coxian distribution and the derivatives of its distribution function at zero. Based on the conditions, the algorithm is developed. Three numerical examples show the effectiveness of the algorithm and some geometric properties associated with ordered Coxian representations.
KeywordCoxian distribution phase-type distribution matrix-exponential distribution matrix-analytic methods nonlinear programming
DOI10.1287/ijoc.1070.0228
Language英语
WOS Research AreaComputer Science ; Operations Research & Management Science
WOS SubjectComputer Science, Interdisciplinary Applications ; Operations Research & Management Science
WOS IDWOS:000255504700002
PublisherINFORMS
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Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/5973
Collection应用数学研究所
Corresponding AuthorHe, Qi-Ming
Affiliation1.Dalhousie Univ, Dept Ind Engn, Halifax, NS B3J 2X4, Canada
2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China
Recommended Citation
GB/T 7714
He, Qi-Ming,Zhang, Hanqin. An algorithm for computing minimal Coxian representations[J]. INFORMS JOURNAL ON COMPUTING,2008,20(2):179-190.
APA He, Qi-Ming,&Zhang, Hanqin.(2008).An algorithm for computing minimal Coxian representations.INFORMS JOURNAL ON COMPUTING,20(2),179-190.
MLA He, Qi-Ming,et al."An algorithm for computing minimal Coxian representations".INFORMS JOURNAL ON COMPUTING 20.2(2008):179-190.
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