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Figure 2.5 illustrates our characterization of general distributions
as a nested relationship between
and
for all
.
Observe that
is a proper subset of
,
and likewise
is a proper subset of
for all integers
.
Formally, the nested
relationship between
and
is characterized
in the next theorem.
Theorem 1
For all integers
,
.
The property
is important because it will allow
us to prove that the EC distribution produced by our moment matching algorithm uses a nearly
minimal number of phases.
The property
is important in
completing our characterization of
.
The latter property will follow immediately from our construction of the Complete solution.
Note that it is important that the Complete solution is defined for all
, to prove
.
Figure 2.5:
Characterizing
via
.
Solid lines delineate
(which is irregular) and
dashed lines delineate
(which is regular - has a
simple specification). Observe the nested structure of
and
:
for all integers
.
|
In [147], we also provide examples of common, practical
distributions in set
. These distributions include the
Pareto distribution, the Bounded Pareto distribution (as defined in
[64]), and the uniform distribution. We show
conditions under which these and other distributions are in
for each
.
Next: Organization of this chapter
Up: Characterizing phase type distributions
Previous: Key idea
Contents
Takayuki Osogami
2005-07-19