Generating Matrix Exponential Random Variates

DOI10.1177/003754979807000402zbMATH Open1037.68801OpenAlexW2043960658MaRDI QIDQ4420101FDOQ4420101

Authors:

Publication date: 1998

Published in: SIMULATION (Search for Journal in Brave)

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

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zbMATH Keywords

linear algebra queueing theory

Mathematics Subject Classification ID

Cites Work

• Title not available (Why is that?)
• Nineteen Dubious Ways to Compute the Exponential of a Matrix
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the partial realization problem
• Title not available (Why is that?)
• The waiting-time distribution and its moments of the PH/PH/1 queue
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (2)

• Acceptance-rejection methods for generating random variates from matrix exponential distributions and rational arrival processes
• Approximating Matrix-Exponential Distributions by Global Randomization

Uses Software

• Maple

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