A canonical representation of order 3 phase type distributions

Authors:
Gábor Horváth;Miklós Telek
Affiliations:
Department of Telecommunications, Budapest University of Technology and Economics, Budapest, Hungary;Department of Telecommunications, Budapest University of Technology and Economics, Budapest, Hungary
Venue:
EPEW'07 Proceedings of the 4th European performance engineering conference on Formal methods and stochastic models for performance evaluation
Year:
2007

Citing 1
Cited 2

PhFit: A General Phase-Type Fitting Tool

TOOLS '02 Proceedings of the 12th International Conference on Computer Performance Evaluation, Modelling Techniques and Tools

On the canonical representation of phase type distributions

Performance Evaluation
Trace data characterization and fitting for Markov modeling

Performance Evaluation

Quantified Score

Hi-index	0.00

Visualization

Abstract

The characterization and the canonical representation of order n phase type distributions (PH(n)) is an open research problem. This problem is solved for n = 2, since the equivalence of the acyclic and the general PH distributions has been proven for a long time. However, no canonical representations have been introduced for the general PH distribution class so far for n 2. In this paper we summarize the related results for n = 3. Starting from these results we recommend a canonical representation of the PH(3) class and present a transformation procedure to obtain the canonical representation based on any (not only Markovian) vector-matrix representation of the distribution. Using this canonical transformation method we evaluate the moment bounds of the PH(3) distribution set and present the results of our numerical investigations.