Coxian representations of generalized Erlang distributions

doi:10.1007/s10255-008-8827-x

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	Coxian representations of generalized Erlang distributions
	He, Qi-ming 1; Zhang, Han-qin2
	2009-07-01
发表期刊	ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES
ISSN	0168-9673
卷号	25 期号:3 页码:489-502
摘要	This paper studies Coxian representations of generalized Erlang distributions. A nonlinear program is derived for computing the parameters of minimal Coxian representations of generalized Erlang distributions. The nonlinear program is also used to characterize the triangular order and the admissible region of generalized Erlang distributions. It is shown that the admissible region associated with a triangular order may not be convex. For generalized Erlang distributions of ME-order 3, a minimal Coxian representation is found explicitly. In addition, an algorithm is developed for computing a special type of ordered Coxian representations - the bivariate Coxian representation - for generalized Erlang distributions.
关键词	Coxian distribution phase-type distribution matrix-analytic methods
DOI	10.1007/s10255-008-8827-x
语种	英语
资助项目	Natural Science and Engineering Research Council of Canada (NSERC) ; Chinese Academy of Sciences
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000266479900011
出版者	SPRINGER HEIDELBERG
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/9084
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 100190, Peoples R China
推荐引用方式 GB/T 7714	He, Qi-ming,Zhang, Han-qin. Coxian representations of generalized Erlang distributions[J]. ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES,2009,25(3):489-502.
APA	He, Qi-ming,&Zhang, Han-qin.(2009).Coxian representations of generalized Erlang distributions.ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES,25(3),489-502.
MLA	He, Qi-ming,et al."Coxian representations of generalized Erlang distributions".ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES 25.3(2009):489-502.