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THE DIMENSION REDUCTION ALGORITHM FOR THE POSITIVE REALIZATION OF DISCRETE PHASE-TYPE DISTRIBUTIONS
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  • THE DIMENSION REDUCTION ALGORITHM FOR THE POSITIVE REALIZATION OF DISCRETE PHASE-TYPE DISTRIBUTIONS
  • THE DIMENSION REDUCTION ALGORITHM FOR THE POSITIVE REALIZATION OF DISCRETE PHASE-TYPE DISTRIBUTIONS
저자명
Kim. Kyung-Sup
간행물명
Journal of the Korean society for industrial and applied mathematics
권/호정보
2012년|16권 1호|pp.51-64 (14 pages)
발행정보
한국산업응용수학회
파일정보
정기간행물|ENG|
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이 논문은 한국과학기술정보연구원과 논문 연계를 통해 무료로 제공되는 원문입니다.
서지반출

기타언어초록

This paper provides an efficient dimension reduction algorithm of the positive realization of discrete phase type(DPH) distributions. The relationship between the representation of DPH distributions and the positive realization of the positive system is explained. The dimension of the positive realization of a discrete phase-type realization may be larger than its McMillan degree of probability generating functions. The positive realization with sufficient large dimension bound can be obtained easily but generally, the minimal positive realization problem is not solved yet. We propose an efficient dimension reduction algorithm to make the positive realization with tighter upper bound from a given probability generating functions in terms of convex cone problem and linear programming.