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Coxian representations of generalized Erlang distributions

Coxian representations of generalized Erlang distributions This paper studies Coxian representations of generalized Erlang distributions. A nonlinear program is derived for computing the parameters of minimal Coxian representations of generalized Erlang distributions. The nonlinear program is also used to characterize the triangular order and the admissible region of generalized Erlang distributions. It is shown that the admissible region associated with a triangular order may not be convex. For generalized Erlang distributions of ME-order 3, a minimal Coxian representation is found explicitly. In addition, an algorithm is developed for computing a special type of ordered Coxian representations — the bivariate Coxian representation — for generalized Erlang distributions. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Acta Mathematicae Applicatae Sinica Springer Journals

Coxian representations of generalized Erlang distributions

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References (27)

Publisher
Springer Journals
Copyright
Copyright © 2009 by Institute of Applied Mathematics, Academy of Mathematics and System Sciences, Chinese Academy of Sciences and Springer-Verlag GmbH
Subject
Mathematics; Applications of Mathematics; Math Applications in Computer Science; Theoretical, Mathematical and Computational Physics
ISSN
0168-9673
eISSN
1618-3932
DOI
10.1007/s10255-008-8827-x
Publisher site
See Article on Publisher Site

Abstract

This paper studies Coxian representations of generalized Erlang distributions. A nonlinear program is derived for computing the parameters of minimal Coxian representations of generalized Erlang distributions. The nonlinear program is also used to characterize the triangular order and the admissible region of generalized Erlang distributions. It is shown that the admissible region associated with a triangular order may not be convex. For generalized Erlang distributions of ME-order 3, a minimal Coxian representation is found explicitly. In addition, an algorithm is developed for computing a special type of ordered Coxian representations — the bivariate Coxian representation — for generalized Erlang distributions.

Journal

Acta Mathematicae Applicatae SinicaSpringer Journals

Published: May 29, 2009

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