PH-Invariant Polytopes and Coxian Representations of Phase Type Distributions

DOI10.1080/15326340600820349zbMath1159.60340MaRDI QIDQ5446499

Qi-Ming He, Han-Qin Zhang

Publication date: 6 March 2008

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326340600820349

zbMATH Keywords

Jordan canonical form; Coxian distribution; Matrix analytic methods; PH-distribution; Polytope; Aggregated Markov chain

Mathematics Subject Classification ID

60J27: Continuous-time Markov processes on discrete state spaces

15A21: Canonical forms, reductions, classification

Related Items

Nonidentifiability of the Two-State Markovian Arrival Process, Spectral Polynomial Algorithms for Computing Bi-Diagonal Representations for Phase Type Distributions and Matrix-Exponential Distributions, Identifiability of the \(\mathrm{MAP}_2/\mathrm{G}/1\) queueing system, Finding upper-triangular representations for phase-type distributions with 3 distinct real poles, New results about weakly equivalent \(\mathrm{MAP}_2\) and \(\mathrm{MAP}_3\) processes, On absorption times and Dirichlet eigenvalues

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