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Reducing the cost of generating APH-distributed random numbers

Reinecke, Philipp, Telek, Miklós and Wolter, Katinka 2010. Reducing the cost of generating APH-distributed random numbers. Presented at: MMB&DFT: 15th International GI/ITG Conference on Measurement, Modelling, and Evaluation of Computing Systems and Dependability and Fault Tolerance, Essen, Germany, 15-17 March 2010. Published in: Müller-Clostermann, Bruno, Echtle, Klaus and Rathgeb, Erwin P. eds. Measurement, Modelling, and Evaluation of Computing Systems and Dependability and Fault Tolerance: 5th International GI/ITG Conference, MMB&DFT 2010, Essen, Germany, March 15-17, 2010. Proceedings. Springer, 274 - 286. 10.1007/978-3-642-12104-3_21

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Abstract

Phase-type (PH) distributions are proven to be very powerful tools in modelling and analysis of a wide range of phenomena in computer systems. The use of these distributions in simulation studies requires efficient methods for generating PH-distributed random numbers. In this work, we discuss algorithms for generating random numbers from PH distributions and propose two algorithms for reducing the cost associated with generating random numbers from Acyclic Phase-Type distributions (APH).

Item Type: Conference or Workshop Item (Paper)
Date Type: Publication
Status: Published
Schools: Computer Science & Informatics
Publisher: Springer
ISBN: 9783642121036
ISSN: 1611-3349
Last Modified: 12 Sep 2019 10:10
URI: http://orca.cf.ac.uk/id/eprint/124312

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