Efficient Generation of PH-Distributed Random Variates
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Publication:2900408
DOI10.1007/978-3-642-30782-9_19zbMath1357.60018OpenAlexW1908337520MaRDI QIDQ2900408
Miklós Telek, Katinka Wolter, Philipp Reinecke, Gábor Horváth
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
Probability distributions: general theory (60E05) Queues and service in operations research (90B22) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)
Related Items (3)
Heuristic representation optimization for efficient generation of PH-distributed random variates ⋮ Generalizations of the `linear chain trick': incorporating more flexible dwell time distributions into mean field ODE models ⋮ Building mean field ODE models using the generalized linear chain trick & Markov chain theory
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