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Phase-type distributions for realistic modelling in discrete-event simulation

Reinecke, Philipp and Horvath, Gabor 2012. Phase-type distributions for realistic modelling in discrete-event simulation. Presented at: 5th International Workshop on OMNeT++, Desenzano del Garda, Italy, 19 – 23 March 2012. Proceedings of the 5th International Workshop on OMNeT++. ACM, -. 10.4108/icst.simutools.2012.247727

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Abstract

Phase-type (PH) distributions are a valuable tool for representing real-world phenomena such as failure-times or response-times in an analytically tractable way. Recently, the application of phase-type distributions in simulation has received increasing attention. In simulation, phase-type distributions enable good representation of empirical distributions, even if the data does not follow one of the well-known statistical distributions. Furthermore, since phase-type distributions have Markovian representations, analytical approaches can be used to support simulation results. So far, however, well-known discrete-event simulators do not support PH distributions. In this paper we introduce the libphprng library for generating random-variates from PH distributions. Libphprng combines efficient methods with easy usage. Furthermore, libphrng integrates seamlessly with discrete-event simulators such as OMNeT++ without any changes to the library core.

Item Type: Conference or Workshop Item (Paper)
Date Type: Publication
Status: Published
Schools: Computer Science & Informatics
Publisher: ACM
Last Modified: 10 Sep 2019 14:00
URI: http://orca.cf.ac.uk/id/eprint/124324

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