A note on unicyclic representations of phase type distributions
文献类型：期刊论文
| 作者 | He, QM; Zhang, HQ
|
| 刊名 | STOCHASTIC MODELS
 |
| 出版日期 | 2005 |
| 卷号 | 21期号:2-3页码:465-483 |
| 关键词 | matrix analytic methods phase type distribution probability distribution |
| ISSN号 | 1532-6349 |
| DOI | 10.1081/STM-200057131 |
| 英文摘要 | In this note, we study the unicyclic representation introduced in O'Cinneide([21]). First, we present a counterexample to the conjecture that every PH-representation has an equivalent unicyclic representation of the same order. Then we show that the conjecture holds if the order of the PH-representation is 3. We also introduce an algorithm for computing a unicyclic generator of order 3, which PH-majorizes the original PH-generator, for any PH-generator of order 3. For the general case, we develop a nonlinear program for computing unicyclic representations for PH-distributions. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000230199400012 |
| 出版者 | TAYLOR & FRANCIS INC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/1935]  |
| 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, Peoples R China |
| 推荐引用方式 GB/T 7714 | He, QM,Zhang, HQ. A note on unicyclic representations of phase type distributions[J]. STOCHASTIC MODELS,2005,21(2-3):465-483. |
| APA | He, QM,&Zhang, HQ.(2005).A note on unicyclic representations of phase type distributions.STOCHASTIC MODELS,21(2-3),465-483. |
| MLA | He, QM,et al."A note on unicyclic representations of phase type distributions".STOCHASTIC MODELS 21.2-3(2005):465-483. |
入库方式： OAI收割
来源：数学与系统科学研究院
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