The dimension reduction algorithm for the positive realization of discrete phase-type distributions

DOI10.12941/JKSIAM.2012.16.1.051zbMATH Open1316.93034OpenAlexW2072829639MaRDI QIDQ5258643FDOQ5258643

Authors: Kyungsup Kim 

Publication date: 23 June 2015

Published in: Journal of the Korea Society for Industrial and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.12941/jksiam.2012.16.1.051

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zbMATH Keywords

discrete phase-type distributionpositive realizationdiscrete matrix exponential

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Minimal systems representations (93B20)

Cited In (2)

• An optimization approach for computing a sparse mono-cyclic positive representation
• On the relation between phase-type distributions and positive systems

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