Please use this identifier to cite or link to this item:
|Title:||Algorithms for coxianization of phase-type generators|
|Citation:||He, Q.-M., Zhang, H., Xue, J. (2011). Algorithms for coxianization of phase-type generators. INFORMS Journal on Computing 23 (1) : 153-164. ScholarBank@NUS Repository. https://doi.org/10.1287/ijoc.1100.0383|
|Abstract:||This paper develops algorithms for finding Coxian generators to phase-type (PH)-majorize a PH-generator T with only real eigenvalues. In the first part of this paper, we investigate matrices S and P satisfying TP = PS and Pe = e. Conditions on T are identified for S to be an ordered Coxian generator and for P to be nonnegative, which consequently implies that S PH-majorizes T . It is shown that every PH-generator with only real eigenvalues is PH-majorized by some Coxian generator. In the second part of this paper, the results on S and P and the conditions on T are used to develop efficient algorithms for Coxianization of PH-generators. Numerical examples are presented for a comparison between the developed algorithms. © 2011 INFORMS.|
|Source Title:||INFORMS Journal on Computing|
|Appears in Collections:||Staff Publications|
Show full item record
Files in This Item:
There are no files associated with this item.
checked on May 18, 2018
WEB OF SCIENCETM
checked on Mar 27, 2018
checked on May 19, 2018
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.