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

DOI10.1080/15326340600649045zbMath1094.60055OpenAlexW2056352329MaRDI QIDQ5478909

Qi-Ming He, Han-Qin 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

zbMATH Keywords

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

Mathematics Subject Classification ID

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

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