Article ID: | iaor2007360 |
Country: | Japan |
Volume: | 49 |
Issue: | 2 |
Start Page Number: | 98 |
End Page Number: | 116 |
Publication Date: | Jun 2006 |
Journal: | Journal of the Operations Research Society of Japan |
Authors: | Kino Issei, Kishi Yasuhito |
Keywords: | distribution, matrices |
In this paper a new approach of Jordan canonical formulation for analysis of a PH-subgenerator is proposed. Based on the new method, this paper shows that if all eigenvalues of a PH-subgenerator are real then the closed form of the PH-distribution is a linear combination of Erlang distributions, while if the subgenerator has complex eigenvalues then the closed form of the PH-distribution is no longer such a simple form but more complex form that includes trigonometric functions in addition to a linear combination of Erlang distributions. This paper also shows that the dominant parameter for degree of a PH-distribution is not the size but the degree of minimal polynomial of the PH-subgenerator.