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

DOI10.1007/S10479-014-1736-XzbMath1385.60030OpenAlexW2049647825MaRDI QIDQ291341

Philipp Reinecke, Katinka Wolter, Gábor Horváth, Miklós Telek

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) 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 (2)

State Reduction in Analysis of a Tandem Queueing System with Correlated Arrivals ⋮ Stochastic Multiphase Models and Their Application for Analysis of End-to-End Delays in Wireless Multihop Networks

Uses Software

• Butools

Cites Work

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• On minimal representations of rational arrival processes
• Efficient Generation of PH-Distributed Random Variates
• Characterization of phase-type distributions
• On non-uniqueness of representations of phase-type distributions
• Sparse representations of phase-type distributions

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