Generating Matrix Exponential Random Variates

DOI10.1177/003754979807000402MaRDI QIDQ4420101zbMATH OpenOpenAlexFDO

Authors

Publication date 1998

Published in SIMULATION (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1177/003754979807000402

zbMATH Keywords

linear algebra queueing theory

Mathematics Subject Classification ID

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Cites work

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• scientific article; zbMATH DE number 5383598 (Why is no real title available?)
• scientific article; zbMATH DE number 3181396 (Why is no real title available?)
• scientific article; zbMATH DE number 3736680 (Why is no real title available?)
• scientific article; zbMATH DE number 52929 (Why is no real title available?)
• scientific article; zbMATH DE number 3413714 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• Nineteen Dubious Ways to Compute the Exponential of a Matrix
• On the partial realization problem
• The waiting-time distribution and its moments of the PH/PH/1 queue

Cited in

(2)

• Acceptance-rejection methods for generating random variates from matrix exponential distributions and rational arrival processes
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Describes a project that uses

Uses Software

• Maple

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