An Algorithm for Computing Minimal % Coxian Representations

@article{He2008AnAF,
  title={An Algorithm for Computing Minimal % Coxian Representations},
  author={Qi-Ming He and Hanqin Zhang},
  journal={INFORMS Journal on Computing},
  year={2008},
  volume={20},
  pages={179-190}
}
T paper presents an algorithm for computing minimal ordered Coxian representations of phase-type distributions whose Laplace-Stieltjes transform has only real poles. We first identify a set of necessary and sufficient conditions for an ordered Coxian representation to be minimal with respect to the number of phases involved. The conditions establish a… CONTINUE READING