Spectral Polynomial Algorithms for Computing Bi-Diagonal Representations for Phase Type Distributions and Matrix-Exponential Distributions (Q5478909): Difference between revisions

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scientific article; zbMATH DE number 5040993

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English	Spectral Polynomial Algorithms for Computing Bi-Diagonal Representations for Phase Type Distributions and Matrix-Exponential Distributions	scientific article; zbMATH DE number 5040993

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instance of

scholarly article

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title

Spectral Polynomial Algorithms for Computing Bi-Diagonal Representations for Phase Type Distributions and Matrix-Exponential Distributions (English)

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13 July 2006

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zbMATH Keywords

PH-distribution

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Coxian distribution

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minimal PH-representation problem, ordered Coxian representation

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invariant polytope

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matrix analytic methods

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/15326340600649045

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cites work

Applied Probability and Queues

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Q5690364

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On the Identifiability Problem for Functions of Finite Markov Chains

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Characterizations of generalized hyperexponential distribution functions

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Q4657087

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On dual and minimal phase-type representations

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An invariant of representations of phase-type distributions and some applications

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A generic property of phase-type representations

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Phase-type distributions and representations: Some results and open problems for system theory

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A geometric interpretation of the relations between the exponential and generalized Erlang distributions

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<i>PH</i>-Invariant Polytopes and Coxian Representations of Phase Type Distributions

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Q4040931

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Identifiability of hidden Markov information sources and their minimum degrees of freedom

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Simultaneous equations models in applied search theory

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Introduction to Matrix Analytic Methods in Stochastic Modeling

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An exponential semi-markov process, with applications to queueing theory.

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The algebraic construction of phase-type distributions

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A closure characterisation of phase-type distributions

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Inequalities: theory of majorization and its applications

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On functions which preserve the class of Stieltjes matrices

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Sparse representations of phase-type distributions

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Q3923308

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On non-uniqueness of representations of phase-type distributions

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Characterization of phase-type distributions

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Phase-type distributions and invariant polytopes

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Phase-type distributions and majorization

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Triangular order of triangular phase-type distributions<sup>∗</sup>

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Phase-type distributions: open problems and a few properties

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Convex Analysis

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On identifiability and order of continuous-time aggregated Markov chains, Markov-modulated Poisson processes, and phase-type distributions

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Q4405301

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A proof of the steepest increase conjecture of a phase-type density

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Identifiers

zbMATH Open document ID

1094.60055

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DOI

10.1080/15326340600649045

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5478909

@@ Property / cites work @@
+Applied Probability and Queues
@@ Property / cites work: Applied Probability and Queues / rank @@
+Normal rank
@@ Property / cites work @@
+Q5690364
@@ Property / cites work: Q5690364 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Identifiability Problem for Functions of Finite Markov Chains
+Normal rank
@@ Property / cites work @@
+Characterizations of generalized hyperexponential distribution functions
+Normal rank
@@ Property / cites work @@
+Q4657087
@@ Property / cites work: Q4657087 / rank @@
+Normal rank
@@ Property / cites work @@
+On dual and minimal phase-type representations
@@ Property / cites work: On dual and minimal phase-type representations / rank @@
+Normal rank
@@ Property / cites work @@
+An invariant of representations of phase-type distributions and some applications
+Normal rank
@@ Property / cites work @@
+A generic property of phase-type representations
@@ Property / cites work: A generic property of phase-type representations / rank @@
+Normal rank
@@ Property / cites work @@
+Phase-type distributions and representations: Some results and open problems for system theory
+Normal rank
@@ Property / cites work @@
+A geometric interpretation of the relations between the exponential and generalized Erlang distributions
+Normal rank
@@ Property / cites work @@
+<i>PH</i>-Invariant Polytopes and Coxian Representations of Phase Type Distributions
+Normal rank
@@ Property / cites work @@
+Q4040931
@@ Property / cites work: Q4040931 / rank @@
+Normal rank
@@ Property / cites work @@
+Identifiability of hidden Markov information sources and their minimum degrees of freedom
+Normal rank
@@ Property / cites work @@
+Simultaneous equations models in applied search theory
+Normal rank
@@ Property / cites work @@
+Introduction to Matrix Analytic Methods in Stochastic Modeling
+Normal rank
@@ Property / cites work @@
+An exponential semi-markov process, with applications to queueing theory.
+Normal rank
@@ Property / cites work @@
+The algebraic construction of phase-type distributions
+Normal rank
@@ Property / cites work @@
+A closure characterisation of phase-type distributions
+Normal rank
@@ Property / cites work @@
+Inequalities: theory of majorization and its applications
+Normal rank
@@ Property / cites work @@
+On functions which preserve the class of Stieltjes matrices
+Normal rank
@@ Property / cites work @@
+Sparse representations of phase-type distributions
+Normal rank
@@ Property / cites work @@
+Q3923308
@@ Property / cites work: Q3923308 / rank @@
+Normal rank
@@ Property / cites work @@
+On non-uniqueness of representations of phase-type distributions
+Normal rank
@@ Property / cites work @@
+Characterization of phase-type distributions
@@ Property / cites work: Characterization of phase-type distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Phase-type distributions and invariant polytopes
@@ Property / cites work: Phase-type distributions and invariant polytopes / rank @@
+Normal rank
@@ Property / cites work @@
+Phase-type distributions and majorization
@@ Property / cites work: Phase-type distributions and majorization / rank @@
+Normal rank
@@ Property / cites work @@
+Triangular order of triangular phase-type distributions<sup>∗</sup>
+Normal rank
@@ Property / cites work @@
+Phase-type distributions: open problems and a few properties
+Normal rank
@@ Property / cites work @@
+Convex Analysis
@@ Property / cites work: Convex Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+On identifiability and order of continuous-time aggregated Markov chains, Markov-modulated Poisson processes, and phase-type distributions
+Normal rank
@@ Property / cites work @@
+Q4405301
@@ Property / cites work: Q4405301 / rank @@
+Normal rank
@@ Property / cites work @@
+A proof of the steepest increase conjecture of a phase-type density
+Normal rank