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

DOI10.1080/15326340600649045zbMATH Open1094.60055OpenAlexW2056352329MaRDI QIDQ5478909FDOQ5478909

Authors: Qi-Ming He, Hanqin Zhang 

Publication date: 13 July 2006

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

Full work available at URL: https://doi.org/10.1080/15326340600649045

Recommendations

• Coxian approximations of matrix-exponential distributions
• PH-Invariant Polytopes and Coxian Representations of Phase Type Distributions
• An algorithm for computing minimal Coxian representations
• The algebraic degree of phase-type distributions
• Why certain discrete phase type representations have numerically stable spectral decomposition

zbMATH Keywords

matrix analytic methodsCoxian distributionPH-distributioninvariant polytopeminimal PH-representation problem, ordered Coxian representation

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Queueing theory (aspects of probability theory) (60K25) Continuous-time Markov processes on discrete state spaces (60J27) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Cites Work

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Cited In (16)

• Algorithms for Coxianization of phase-type generators
• PH-Invariant Polytopes and Coxian Representations of Phase Type Distributions
• The algebraic degree of phase-type distributions
• Coxian representations of generalized Erlang distributions
• Comparing Some Algorithms for Solving QBD Processes Exhibiting Special Structures
• On the minimal value in Maier's property concerning phase-type distributions
• Why certain discrete phase type representations have numerically stable spectral decomposition
• On matrix exponential distributions
• Exact low-order polynomial expressions to compute the Kolmogoroff–Nagumo mean in the affine symplectic group of optical transference matrices
• A Markovian canonical form of second-order matrix-exponential processes
• An algorithm for computing minimal Coxian representations
• On absorption times and Dirichlet eigenvalues
• Finding upper-triangular representations for phase-type distributions with 3 distinct real poles
• Coxian approximations of matrix-exponential distributions
• A fully Bayesian approach to inference for Coxian phase-type distributions with covariate dependent mean
• On hitting times and fastest strong stationary times for skip-free and more general chains

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