An algorithm for computing minimal Coxian representations

doi:10.1287/ijoc.1070.0228

CSpace > 应用数学研究所

	An algorithm for computing minimal Coxian representations
	He, Qi-Ming 1; Zhang, Hanqin2
	2008-03-01
发表期刊	INFORMS JOURNAL ON COMPUTING
ISSN	1091-9856
卷号	20 期号:2 页码:179-190
摘要	This 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.
关键词	Coxian distribution phase-type distribution matrix-exponential distribution matrix-analytic methods nonlinear programming
DOI	10.1287/ijoc.1070.0228
语种	英语
WOS研究方向	Computer Science ; Operations Research & Management Science
WOS类目	Computer Science, Interdisciplinary Applications ; Operations Research & Management Science
WOS记录号	WOS:000255504700002
出版者	INFORMS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/5973
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 100080, Peoples R China
推荐引用方式 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.