Acceptance-Rejection Methods for Generating Random Variates from Matrix Exponential Distributions and Rational Arrival Processes (Q2841725): Difference between revisions

Latest revision as of 16:10, 6 July 2024

scientific article

Language	Label	Description	Also known as
English	Acceptance-Rejection Methods for Generating Random Variates from Matrix Exponential Distributions and Rational Arrival Processes	scientific article

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instance of

scholarly article

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title

Acceptance-Rejection Methods for Generating Random Variates from Matrix Exponential Distributions and Rational Arrival Processes (English)

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Matrix-Analytic Methods in Stochastic Models

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publication date

29 July 2013

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full work available at URL

http://real.mtak.hu/26787/1/mepsim_rev2_correct.pdf

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zbMATH Keywords

acceptance-rejection methods

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algorithm

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numerical examples

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matrix-exponential distributions

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rational arrival processes

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random-variate generation

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MaRDI profile type

MaRDI publication profile

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cites work

Point processes with finite-dimensional conditional probabilities

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Quasi-Birth-and-Death Processes with Rational Arrival Process Components

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Generating Matrix Exponential Random Variates

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Markov chains with marked transitions

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On the Alias Method for Generating Random Variables from a Discrete Distribution

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Introduction to Matrix Analytic Methods in Stochastic Modeling

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The waiting-time distribution and its moments of the PH/PH/1 queue

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Q3546273

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Constructing a correlated sequence of matrix exponentials with invariant first-order properties

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Sparse representations of phase-type distributions

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Q3923308

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Q4828566

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Identifiers

zbMATH Open document ID

1271.65012

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DOI

10.1007/978-1-4614-4909-6_7

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2841725

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+Point processes with finite-dimensional conditional probabilities
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@@ Property / cites work @@
+Quasi-Birth-and-Death Processes with Rational Arrival Process Components
+Normal rank
@@ Property / cites work @@
+Generating Matrix Exponential Random Variates
@@ Property / cites work: Generating Matrix Exponential Random Variates / rank @@
+Normal rank
@@ Property / cites work @@
+Markov chains with marked transitions
@@ Property / cites work: Markov chains with marked transitions / rank @@
+Normal rank
@@ Property / cites work @@
+On the Alias Method for Generating Random Variables from a Discrete Distribution
+Normal rank
@@ Property / cites work @@
+Introduction to Matrix Analytic Methods in Stochastic Modeling
+Normal rank
@@ Property / cites work @@
+The waiting-time distribution and its moments of the PH/PH/1 queue
+Normal rank
@@ Property / cites work @@
+Q3546273
@@ Property / cites work: Q3546273 / rank @@
+Normal rank
@@ Property / cites work @@
+Constructing a correlated sequence of matrix exponentials with invariant first-order properties
+Normal rank
@@ Property / cites work @@
+Sparse representations of phase-type distributions
+Normal rank
@@ Property / cites work @@
+Q3923308
@@ Property / cites work: Q3923308 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4828566
@@ Property / cites work: Q4828566 / rank @@
+Normal rank