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High order concentrated matrix-exponential distributions
Stochastic Models ( IF 0.5 ) Pub Date : 2019-12-18 , DOI: 10.1080/15326349.2019.1702058
Gábor Horváth 1 , Illés Horváth 2 , Miklós Telek 1, 2
Affiliation  

Abstract This paper presents matrix-exponential (ME) distributions, whose squared coefficient of variation (SCV) is very low. Currently, there is no symbolic construction available to obtain the most concentrated ME distributions, and the numerical optimization-based approaches to construct them have many pitfalls. We present a numerical optimization-based procedure which avoids numerical issues.

中文翻译:

高阶集中矩阵指数分布

摘要 本文介绍了矩阵指数(ME)分布,其变异系数(SCV)非常低。目前,没有可用的符号构造来获得最集中的 ME 分布,并且基于数值优化的方法来构造它们有很多缺陷。我们提出了一个基于数值优化的程序,它避免了数值问题。
更新日期:2019-12-18
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