Item

Majorization and extremal PH distributions

He,Q.M.
; 
Zhang,H.
; 
Vera,J.C.
Abstract
This chapter presents majorization results for PH generators. Based on the majorization results, bounds on the moments and Laplace–Stieltjes transforms of phase-type distributions are found. Exponential distributions and Coxian distributions are identified to be extremal PH distributions with respect to all the moments and Laplace–Stieltjes transforms for certain subsets of PH distributions.
Description
Pagination: 256
Date
2013
Journal Title
Journal ISSN
Volume Title
Publisher
Springer Verlag
Collections
Tilburg University Research Output Collection
Show all metadata
Research Projects
Organizational Units
Journal Issue
Keywords
Citation
He, Q M, Zhang, H & Vera, J C 2013, Majorization and extremal PH distributions. in G Latouche, V Ramaswami, J Sethuraman, K Sigman, M S Squillante & D D Yao (eds), Matrix-Analytic Methods in Stochastic Models. Springer Proceedings in Mathematics & Statistics, no. 27, Springer Verlag, Heidelberg, pp. 107-121.
URI
https://hdl.handle.net/20.500.14602/18892
License
info:eu-repo/semantics/restrictedAccess
Embedded videos