Journal article

THE ALGEBRAIC DEGREE OF PHASE-TYPE DISTRIBUTIONS

Mark Fackrell, Qi-Ming He, Peter Taylor, Hanqin Zhang

JOURNAL OF APPLIED PROBABILITY | APPLIED PROBABILITY TRUST | Published : 2010

Abstract

This paper is concerned with properties of the algebraic degree of the Laplace-Stieltjes transform of phase-type (PH) distributions. The main problem of interest is: given a PH generator, how do we find the maximum and the minimum algebraic degrees of all irreducible PH representations with that PH generator? Based on the matrix exponential (ME) order of ME distributions and the spectral polynomial algorithm, a method for computing the algebraic degree of a PHdistribution is developed. Themaximumalgebraic degree is identified explicitly. Using Perron-Frobenius theory of nonnegative matrices, a lower bound and an upper bound on the minimum algebraic degree are found, subject to some condition..

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