Package jline.api.mam

Class Dph_to_dmap

java.lang.Object

jline.api.mam.Dph_to_dmap

public final class Dph_to_dmap
extends Object

Renewal DMAP of a discrete phase-type law, and its inverse.

Maps (alpha, A) to {D0, D1} with D0 = A and D1 = a*alpha, a = e - A*e. The process renews the phase at every event, so its interevent times are i.i.d. copies of the DPH and D0+D1 is stochastic by construction.

MATLAB twins: dph_to_dmap.m, dmap_to_dph.m, dmap_is_renewal.m

Method Summary

Modifier and Type	Method	Description
static boolean	dmap_is_renewal(Matrix D0, Matrix D1)	True when the DMAP renews at every event, i.e.
static Matrix	dmap_to_dph_alpha(Matrix D0, Matrix D1)	Discrete phase-type law underlying a renewal DMAP: alpha is the normalized pivot row of D1 and A is D0.
static MatrixCell	dph_to_dmap(Matrix alpha, Matrix A)	Builds the renewal DMAP {A, a*alpha} of the DPH (alpha, A).

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Details

dph_to_dmap

public static MatrixCell dph_to_dmap(Matrix alpha,
 Matrix A)

Builds the renewal DMAP {A, a*alpha} of the DPH (alpha, A).

dmap_is_renewal

public static boolean dmap_is_renewal(Matrix D0,
 Matrix D1)

True when the DMAP renews at every event, i.e. D1 has rank one. Tested by rebuilding a*alpha from the row masses rather than by a rank routine, so the tolerance is on the entries the caller will actually use.

dmap_to_dph_alpha

public static Matrix dmap_to_dph_alpha(Matrix D0,
 Matrix D1)

Discrete phase-type law underlying a renewal DMAP: alpha is the normalized pivot row of D1 and A is D0.