Majorization and extremal PH distributions

Q.M. He, H. Zhang, J.C. Vera

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

2 Citations (Scopus)


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.
Original languageEnglish
Title of host publicationMatrix-Analytic Methods in Stochastic Models
EditorsG. Latouche, V. Ramaswami, J. Sethuraman, K. Sigman, M.S. Squillante, D.D. Yao
Place of PublicationHeidelberg
PublisherSpringer Verlag
Number of pages256
ISBN (Print)9781461449089
Publication statusPublished - 2013

Publication series

NameSpringer Proceedings in Mathematics & Statistics


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