Majorization and Extremal PH-Distributions (abstract only)

This paper presents majorization results for PH-generators. Based on the majorization results, Coxian distributions are identified to be extremal PH-distributions with respect to the first moment for certain subsets of PH-distributions. Bounds on the mean of phase-type distributions are found. In addition, numerical results indicate that Coxian distributions are extremal PH-distributions with respect to the moment of any order for certain subsets of PH-distributions