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Efficient generation of PH-distributed random variates

Horváth, Gábor, Reinecke, Philipp, Telek, Miklós and Wolter, Katinka 2012. Efficient generation of PH-distributed random variates. Lecture notes in computer science 7314 10.1007/978-3-642-30782-9_19

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Abstract

Phase-type (PH) distributions are being used to model a wide range of phenomena in performance and dependability evaluation. The resulting models may be employed in analytical as well as in simulation-driven approaches. Simulations require the efficient generation of random variates from PH distributions. PH distributions have different representations and different associated computational costs for random-variate generation. In this paper we study the problem of efficient representation and efficient generation of PH distributed variates.

Item Type: Article
Status: Published
Schools: Computer Science & Informatics
ISSN: 1611-3349
Last Modified: 19 Aug 2019 15:30
URI: http://orca.cf.ac.uk/id/eprint/124327

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