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...

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Bibliographic Details
Published in:Acta Mathematicae Applicatae Sinica 2009-07, Vol.25 (3), p.489-502
Main Authors: He, Qi-ming, Zhang, Han-qin
Format: Article
Language:English
Subjects:
Applications of Mathematics
Math Applications in Computer Science
Mathematical and Computational Physics
Mathematics
Mathematics and Statistics
Theoretical
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Summary: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.
ISSN:0168-9673
1618-3932
DOI:10.1007/s10255-008-8827-x