Efficient generation of PH-distributed random variates

DOI10.1007/978-3-642-30782-9_19MaRDI QIDQ2900408zbMATH OpenOpenAlexFDO

Authors Gábor Horváth, Philipp Reinecke, Miklós Telek, Katinka Wolter

Publication date 23 July 2012

Published in Analytical and Stochastic Modeling Techniques and Applications (Search for Journal in Brave)

Full work available at URL http://real.mtak.hu/26784/1/paper.pdf

zbMATH Keywords

PH distributionpseudo random number generation

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Queues and service in operations research (90B22)

Recommendations

• Heuristic representation optimization for efficient generation of PH-distributed random variates
• Publication:3490737
• Multivariate Phase-Type Distributions
• Phase-type distributions and representations: Some results and open problems for system theory
• Computing the moments of order statistics from nonidentically distributed phase-type random variables

Cited in

(6)

• Finding reproduction numbers for epidemic models and predator-prey models of arbitrary finite dimension using the generalized linear chain trick
• Heuristic representation optimization for efficient generation of PH-distributed random variates
• Building mean field ODE models using the generalized linear chain trick \& Markov chain theory
• Generalizations of the `linear chain trick': incorporating more flexible dwell time distributions into mean field ODE models
• Acceptance-rejection methods for generating random variates from matrix exponential distributions and rational arrival processes
• Once bitten, twice shy: a modeling framework for incorporating heterogeneous mosquito biting into transmission models

Describes a project that uses

Uses Software

• Butools

This page was built for publication: Efficient generation of PH-distributed random variates

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2900408)