Algorithms for Coxianization of Phase-Type Generators | |
He, Qi-Ming1; Zhang, Hanqin2,3; Xue, Jungong4 | |
刊名 | INFORMS JOURNAL ON COMPUTING |
2011-12-01 | |
卷号 | 23期号:1页码:153-164 |
关键词 | matrix-analytic methods Coxian distribution phase-type distribution probability distribution |
ISSN号 | 1091-9856 |
DOI | 10.1287/ijoc.1100.0383 |
英文摘要 | This paper develops algorithms for finding Coxian generators to phase-type (PH)-majorize a PH-generator T with only real eigenvalues. In the first part of this paper, we investigate matrices S and P satisfying TP = PS and Pe = e. Conditions on T are identified for S to be an ordered Coxian generator and for P to be nonnegative, which consequently implies that S PH-majorizes T. It is shown that every PH-generator with only real eigenvalues is PH-majorized by some Coxian generator. In the second part of this paper, the results on S and P and the conditions on T are used to develop efficient algorithms for Coxianization of PH-generators. Numerical examples are presented for a comparison between the developed algorithms. |
WOS研究方向 | Computer Science ; Operations Research & Management Science |
语种 | 英语 |
出版者 | INFORMS |
WOS记录号 | WOS:000287841500011 |
内容类型 | 期刊论文 |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/11929] |
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.NUS Business Sch, Singapore 119245, Singapore 3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China 4.Fudan Univ, Sch Math Sci, Shanghai 200433, Peoples R China |
推荐引用方式 GB/T 7714 | He, Qi-Ming,Zhang, Hanqin,Xue, Jungong. Algorithms for Coxianization of Phase-Type Generators[J]. INFORMS JOURNAL ON COMPUTING,2011,23(1):153-164. |
APA | He, Qi-Ming,Zhang, Hanqin,&Xue, Jungong.(2011).Algorithms for Coxianization of Phase-Type Generators.INFORMS JOURNAL ON COMPUTING,23(1),153-164. |
MLA | He, Qi-Ming,et al."Algorithms for Coxianization of Phase-Type Generators".INFORMS JOURNAL ON COMPUTING 23.1(2011):153-164. |
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