Title
Approximation of Discrete Phase-Type Distributions
Abstract
The analysis of discrete stochastic models such as generally distributed stochastic Petri nets can be done using state space-based methods. The behavior of the model is described by a Markov chain that can be solved mathematically. The phase-type distributions that are used to describe non-Markovian distributions have to be approximated. An approach for the fast and accurate approximation of discrete phase-type distributions is presented. This can be a step towards a practical state space-based simulation method, whereas formerly this approach often had to be discarded as unfeasible due to high memory and runtime costs. Discrete phases also fit in well with current research on proxel-based simulation. They can represent infinite support distribution functions with considerably fewer Markov chain states than proxels. Our hope is that such a combination of both approacheswill lead to a competitive simulation algorithm.
Year
DOI
Venue
2005
10.1109/ANSS.2005.12
Annual Simulation Symposium
Keywords
Field
DocType
fewer markov chain state,space-based simulation method,practical state,discrete phase,proxel-based simulation,competitive simulation algorithm,discrete phase-type distribution,phase-type distribution,markov chain,discrete phase-type distributions,discrete stochastic model,verification and validation,stochastic petri net,stochastic model,petri nets,computer science,simulation,distribution function,parameter estimation,state space,approximation theory,distribution functions,stochastic processes,mathematical model,discrete event simulation,phase type distribution,markov processes
Applied mathematics,Mathematical optimization,Petri net,Markov process,Computer science,Markov chain,Approximation theory,Stochastic Petri net,Stochastic modelling,Discrete phase-type distribution,Discrete system,Distributed computing
Conference
ISSN
ISBN
Citations 
1080-241X
0-7695-2322-6
7
PageRank 
References 
Authors
0.82
4
2
Name
Order
Citations
PageRank
Claudia Isensee1111.73
Graham Horton270.82