Package jline.lib.butools.reptrans

Class ExtendToMarkovianKt

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    • Method Summary

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      final static MarkovianRepresentation extendToMarkovian(Matrix alpha, Matrix A, Integer maxSize, Double precision) Extends a non-Markovian initial vector to a Markovian one by appending an Erlang tail.

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

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      • extendToMarkovian

         final static MarkovianRepresentation extendToMarkovian(Matrix alpha, Matrix A, Integer maxSize, Double precision)

        Extends a non-Markovian initial vector to a Markovian one by appending an Erlang tail.

        Assume we have an existing monocyclic (or acyclic) representation of a matrix-exponential distribution described by matrix A and vector alpha such that A is Markovian but alpha is not. This procedure appends an appropriate Erlang tail to the representation that makes the result Markovian (both the generator matrix and the initial vector parameter), while keeping the distribution the same.

        Parameters:
        alpha - The (non-Markovian) initial vector
        A - The (Markovian) transient generator
        maxSize - The procedure stops if more than maxSize new phases are required (default 100)
        precision - The initial vector is considered valid if the smallest entry is greater than -precision (default 1e-14)
        Returns:

        The MarkovianRepresentation containing beta (Markovian initial vector) and B (Markovian generator)