Horváth, Gábor, Reinecke, Philipp ![]() |
Official URL: http://dx.doi.org/10.1007/978-3-642-30782-9_19
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 |
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Status: | Published |
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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