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_7zbMath1271.65012MaRDI 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
algorithm; numerical examples; acceptance-rejection methods; matrix-exponential distributions; random-variate generation; rational arrival processes
65C10: Random number generation in numerical analysis
Cites Work
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