Closed form of PH-distribution

Closed form of PH-distribution

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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: ,
Keywords: distribution, matrices
Abstract:

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.

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