On dual and minimal phase-type representations

On dual and minimal phase-type representations

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Article ID: iaor19941232
Country: United States
Volume: 9
Issue: 3
Start Page Number: 421
End Page Number: 434
Publication Date: Jul 1993
Journal: Stochastic Models
Authors: ,
Keywords: markov processes
Abstract:

In this paper the authors present some properties of the dual representation for a given representation of a phase-type distribution. The dual representation is a representation of the original distribution which is the time reversal of the initial one. As an application of this notion they give a characterisation of the representations whose dimension is equal to the algebraic degree of the distribution. This characterisation is expressed in terms of the recently introduced notion of simplicitly. It turns out that the property holds true when the original distribution and the dual one are simple.

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