Heuristic representation optimization for efficient generation of PH-distributed random variates

DOI10.1007/S10479-014-1736-XMaRDI QIDQ291341zbMATH OpenOpenAlexFDO

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

Publication date 7 June 2016

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL http://real.mtak.hu/26807/1/extended_rev.pdf

zbMATH Keywords

monocyclic representationPH distributionpseudo random variate 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)

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Cites work

• scientific article; zbMATH DE number 3736680 (Why is no real title available?)
• scientific article; zbMATH DE number 786734 (Why is no real title available?)
• Characterization of phase-type distributions
• Efficient generation of PH-distributed random variates
• On minimal representations of rational arrival processes
• On non-uniqueness of representations of phase-type distributions
• Sparse representations of phase-type distributions

Cited in

(3)

• Stochastic Multiphase Models and Their Application for Analysis of End-to-End Delays in Wireless Multihop Networks
• Efficient generation of PH-distributed random variates
• State Reduction in Analysis of a Tandem Queueing System with Correlated Arrivals

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