Acceptance-Rejection Methods for Generating Random Variates from Matrix Exponential Distributions and Rational Arrival Processes
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Publication:2841725
DOI10.1007/978-1-4614-4909-6_7zbMath1271.65012OpenAlexW2970419676MaRDI QIDQ2841725
Publication date: 29 July 2013
Published in: Matrix-Analytic Methods in Stochastic Models (Search for Journal in Brave)
Full work available at URL: http://real.mtak.hu/26787/1/mepsim_rev2_correct.pdf
algorithmnumerical examplesacceptance-rejection methodsmatrix-exponential distributionsrandom-variate generationrational arrival processes
Cites Work
- The waiting-time distribution and its moments of the PH/PH/1 queue
- Point processes with finite-dimensional conditional probabilities
- Markov chains with marked transitions
- Quasi-Birth-and-Death Processes with Rational Arrival Process Components
- On the Alias Method for Generating Random Variables from a Discrete Distribution
- Introduction to Matrix Analytic Methods in Stochastic Modeling
- Sparse representations of phase-type distributions
- Generating Matrix Exponential Random Variates
- Constructing a correlated sequence of matrix exponentials with invariant first-order properties
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