中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
An algorithm for computing minimal Coxian representations

文献类型:期刊论文

作者He, Qi-Ming1; Zhang, Hanqin2
刊名INFORMS JOURNAL ON COMPUTING
出版日期2008-03-01
卷号20期号:2页码:179-190
关键词Coxian distribution phase-type distribution matrix-exponential distribution matrix-analytic methods nonlinear programming
ISSN号1091-9856
DOI10.1287/ijoc.1070.0228
英文摘要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.
WOS研究方向Computer Science ; Operations Research & Management Science
语种英语
WOS记录号WOS:000255504700002
出版者INFORMS
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/5972]  
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.

入库方式: OAI收割

来源:数学与系统科学研究院

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