Least-Variable Harmonic Matrix-Exponential Distributions

Source abstract

Concentrated matrix-exponential (CME) distributions are random clocks approximating a fixed time, with quality measured by the squared coefficient of variation (SCV); a well-known construction builds such clocks from products of cosine-squared terms under shared exponential damping, but the number of these terms, and hence the number of parameters to optimize, grows with the order. Since exhaustive search over the full parameter space becomes prohibitively expensive at high orders, previous work has relied on low-dimensional heuristic parametrizations rather than the true optimum. We introduce a strictly larger class of common-damping harmonic densities, built from an arbitrary nonnegative trigonometric polynomial rather than such a product. For each fixed pair of scalar parameters, coefficient optimization reduces to a single eigenvalue problem, leaving a two-dimensional nonlinear search independent of the order. The enlargement leaves the infimum unchanged from that of the classical cosine-squared construction. Applying this exact characterization at the orders where the three-parameter heuristic allows comparison gives smaller reported SCV values, with larger gains at higher orders. Separately, an explicit harmonic construction gives an $O(N^{-2})$ upper bound on the attainable SCV, where $N$ is the ME representation budget, compared with the Erlang distribution's linear rate $1/N$.