An algorithm for computing minimal Coxian representations

DOI10.1287/IJOC.1070.0228zbMATH Open1243.90045OpenAlexW2002577241MaRDI QIDQ2901003FDOQ2901003

Authors: Qi-Ming He, Hanqin Zhang 

Publication date: 28 July 2012

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/ijoc.1070.0228

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zbMATH Keywords

exponential distributionCoxian distributionphase-type distribution matrix

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Queues and service in operations research (90B22) Nonlinear programming (90C30) Continuous-time Markov processes on discrete state spaces (60J27)

Cited In (13)

• Spectral Polynomial Algorithms for Computing Bi-Diagonal Representations for Phase Type Distributions and Matrix-Exponential Distributions
• Nonidentifiability of the two-state BMAP
• Algorithms for Coxianization of phase-type generators
• Fitting procedure for the two-state batch Markov modulated Poisson process
• The algebraic degree of phase-type distributions
• Coxian representations of generalized Erlang distributions
• On matrix exponential distributions
• Nonidentifiability of the two-state Markovian arrival process
• Identifiability of the \(\mathrm{MAP}_2/\mathrm{G}/1\) queueing system
• New results about weakly equivalent \(\mathrm{MAP}_2\) and \(\mathrm{MAP}_3\) processes
• On substochastic inverse eigenvalue problems with the corresponding eigenvector constraints
• Improvement of expectation–maximization algorithm for phase‐type distributions with grouped and truncated data
• Coxian approximations of matrix-exponential distributions

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