Spectral conditions for Phase-type representations
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Tartalom: https://pp.bme.hu/ee/article/view/816
Archívum: PP Electrical Engineering
Gyűjtemény: Articles
Cím:
Spectral conditions for Phase-type representations
Létrehozó:
Demián, Tamás
Kiadó:
Periodica Polytechnica Electrical Engineering
Dátum:
2010-01-01
Téma:
Markov chain; PH distribution; ME distribution; traffic models; fitting; gradient method; cyclic matrix
Tartalmi leírás:
Current paper tries to find appropriate similarity transformation that could convert a given ME (Matrix Exponential) representation to a more favorable PH (Phase-type) representation. As the main result of this paper, we give necessary conditions for the existence of such a representation. We also give methods for the search and provide conjectures on necessary and sufficient conditions too. PH distribution is the distribution of the time until absorption into the absorbent state in a Markov chain. If the arrival and service time distributions are PH distributions in a queuing system, we can use simple linear algebraic methods to derive the most important features or to perform simulation. Robust methods exist that can approximate any distribution with a ME distribution (with respect to a given measure and matrix order), but the PH transformation have not been sufficiently examined yet. This transformation is the object of the current presentation.
Nyelv:
angol
Típus:
info:eu-repo/semantics/article
Peer-reviewed Article
info:eu-repo/semantics/publishedVersion
Formátum:
application/pdf
Azonosító:
10.3311/pp.ee.2010-1-2.02
Forrás:
Periodica Polytechnica Electrical Engineering; Vol. 54, No. 1-2 (2010); 11-19
Kapcsolat: