Efficient generation of PH-distributed random variates

Horváth, Gábor, Reinecke, Philipp ORCID: https://orcid.org/0000-0002-2411-0891, Telek, Miklós and Wolter, Katinka 2012. Efficient generation of PH-distributed random variates. Lecture notes in computer science 7314 10.1007/978-3-642-30782-9_19

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Abstract

Phase-type (PH) distributions are being used to model a wide range of phenomena in performance and dependability evaluation. The resulting models may be employed in analytical as well as in simulation-driven approaches. Simulations require the efficient generation of random variates from PH distributions. PH distributions have different representations and different associated computational costs for random-variate generation. In this paper we study the problem of efficient representation and efficient generation of PH distributed variates.

Item Type:	Article
Status:	Published
Schools:	Schools > Computer Science & Informatics
ISSN:	1611-3349
Last Modified:	26 Oct 2022 07:14
URI:	https://orca.cardiff.ac.uk/id/eprint/124327

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