### Abstract

Original language | English |
---|---|

Title of host publication | Matrix-Analytic Methods in Stochastic Models |

Editors | G. Latouche, V. Ramaswami, J. Sethuraman, K. Sigman, M.S. Squillante, D.D. Yao |

Place of Publication | Heidelberg |

Publisher | Springer Verlag |

Pages | 107-121 |

Number of pages | 256 |

ISBN (Print) | 9781461449089 |

Publication status | Published - 2013 |

### Publication series

Name | Springer Proceedings in Mathematics & Statistics |
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Number | 27 |

### Fingerprint

### Cite this

*Matrix-Analytic Methods in Stochastic Models*(pp. 107-121). (Springer Proceedings in Mathematics & Statistics; No. 27). Heidelberg: Springer Verlag.

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*Matrix-Analytic Methods in Stochastic Models.*Springer Proceedings in Mathematics & Statistics, no. 27, Springer Verlag, Heidelberg, pp. 107-121.

**Majorization and extremal PH distributions.** / He, Q.M.; Zhang, H.; Vera, J.C.

Research output: Chapter in Book/Report/Conference proceeding › Chapter › Scientific › peer-review

TY - CHAP

T1 - Majorization and extremal PH distributions

AU - He, Q.M.

AU - Zhang, H.

AU - Vera, J.C.

N1 - Pagination: 256

PY - 2013

Y1 - 2013

N2 - This chapter presents majorization results for PH generators. Based on the majorization results, bounds on the moments and Laplace–Stieltjes transforms of phase-type distributions are found. Exponential distributions and Coxian distributions are identified to be extremal PH distributions with respect to all the moments and Laplace–Stieltjes transforms for certain subsets of PH distributions.

AB - This chapter presents majorization results for PH generators. Based on the majorization results, bounds on the moments and Laplace–Stieltjes transforms of phase-type distributions are found. Exponential distributions and Coxian distributions are identified to be extremal PH distributions with respect to all the moments and Laplace–Stieltjes transforms for certain subsets of PH distributions.

M3 - Chapter

SN - 9781461449089

T3 - Springer Proceedings in Mathematics & Statistics

SP - 107

EP - 121

BT - Matrix-Analytic Methods in Stochastic Models

A2 - Latouche, G.

A2 - Ramaswami, V.

A2 - Sethuraman, J.

A2 - Sigman, K.

A2 - Squillante, M.S.

A2 - Yao, D.D.

PB - Springer Verlag

CY - Heidelberg

ER -