Please use this identifier to cite or link to this item: https://doi.org/10.1287/ijoc.1100.0383
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dc.titleAlgorithms for coxianization of phase-type generators
dc.contributor.authorHe, Q.-M.
dc.contributor.authorZhang, H.
dc.contributor.authorXue, J.
dc.date.accessioned2013-10-09T03:24:36Z
dc.date.available2013-10-09T03:24:36Z
dc.date.issued2011
dc.identifier.citationHe, 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
dc.identifier.issn10919856
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/44012
dc.description.abstractThis 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.
dc.description.urihttp://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1287/ijoc.1100.0383
dc.sourceScopus
dc.subjectCoxian distribution
dc.subjectMatrix-analytic methods
dc.subjectPhase-type distribution
dc.subjectProbability distribution
dc.typeArticle
dc.contributor.departmentDECISION SCIENCES
dc.description.doi10.1287/ijoc.1100.0383
dc.description.sourcetitleINFORMS Journal on Computing
dc.description.volume23
dc.description.issue1
dc.description.page153-164
dc.identifier.isiut000287841500011
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