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Coxian representations of generalized Erlang distributions
He, Qi-ming1; Zhang, Han-qin2
2009-07-01
Source PublicationACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES
ISSN0168-9673
Volume25Issue:3Pages:489-502
AbstractThis 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.
KeywordCoxian distribution phase-type distribution matrix-analytic methods
DOI10.1007/s10255-008-8827-x
Language英语
Funding ProjectNatural Science and Engineering Research Council of Canada (NSERC) ; Chinese Academy of Sciences
WOS Research AreaMathematics
WOS SubjectMathematics, Applied
WOS IDWOS:000266479900011
PublisherSPRINGER HEIDELBERG
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Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/9084
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 100190, Peoples R China
Recommended Citation
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.
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