Spectral polynomial algorithms for computing bi-diagonal representations for phase type distributions and matrix-exponential distributions
文献类型：期刊论文
| 作者 | He, QM; Zhang, HQ
|
| 刊名 | STOCHASTIC MODELS
 |
| 出版日期 | 2006 |
| 卷号 | 22期号:2页码:289-317 |
| 关键词 | coxian distribution invariant polytope matrix analytic methods matrix-exponential distribution PH-distribution |
| ISSN号 | 1532-6349 |
| DOI | 10.1080/15326340600649045 |
| 英文摘要 | In this paper, we develop two spectral polynomial algorithms for computing bi-diagonal representations of matrix-exponential distributions and phase type (PH) distributions. The algorithms only use information about the spectrum of the original representation and, consequently, are efficient and easy to implement. For PH-representations with only real eigenvalues, some conditions are identified for the bi-diagonal representations to be ordered Coxian representations. It is shown that every PH-representation with a symmetric PH-generator has an equivalent ordered Coxian representation of the same or a smaller order. An upper bound of the PH-order of a PH-distribution with a triangular or symmetric PH-generator is obtained. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000237606500006 |
| 出版者 | TAYLOR & FRANCIS INC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/3896]  |
| 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 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | He, QM,Zhang, HQ. Spectral polynomial algorithms for computing bi-diagonal representations for phase type distributions and matrix-exponential distributions[J]. STOCHASTIC MODELS,2006,22(2):289-317. |
| APA | He, QM,&Zhang, HQ.(2006).Spectral polynomial algorithms for computing bi-diagonal representations for phase type distributions and matrix-exponential distributions.STOCHASTIC MODELS,22(2),289-317. |
| MLA | He, QM,et al."Spectral polynomial algorithms for computing bi-diagonal representations for phase type distributions and matrix-exponential distributions".STOCHASTIC MODELS 22.2(2006):289-317. |
入库方式： OAI收割
来源：数学与系统科学研究院
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