An algorithm for computing minimal Coxian representations

doi:10.1287/ijoc.1070.0228

CORC > 数学与系统科学研究院 > 中国科学院数学与系统科学研究院 > 应用数学研究所

	An algorithm for computing minimal Coxian representations
	He, Qi-Ming 1; Zhang, Hanqin2
刊名	INFORMS JOURNAL ON COMPUTING
	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
DOI	10.1287/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
出版者	INFORMS
WOS记录号	WOS:000255504700002
内容类型	期刊论文
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.