Package jline.lib.butools.ph

Class MEOrderFromMomentsKt

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    • Method Summary

      Modifier and Type Method Description
      final static Integer meOrderFromMoments(DoubleArray moms, Double prec) Returns the order of ME distribution that can realize the given moments.

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    • Constructor Detail

    • Method Detail

      • meOrderFromMoments

         final static Integer meOrderFromMoments(DoubleArray moms, Double prec)

        Returns the order of ME distribution that can realize the given moments.

        The order is determined using the Hankel determinant approach: we build Hankel matrices of increasing size from the reduced moments (prepended with 1) and check when the determinant becomes zero.

        Parameters:
        moms - The list of moments
        prec - Precision used to detect if the determinant of the Hankel matrix is zero.
        Returns:

        The order of ME distribution that can realize the given moments

        References: L. Bodrog, A. Horvath, M. Telek, "Moment characterization of matrix exponential and Markovian arrival processes," Annals of Operations Research, vol. 160, pp. 51-68, 2008.