Title
Efficient generation of PH-Distributed random variates
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.
Year
DOI
Venue
2012
10.1007/978-3-642-30782-9_19
ASMTA
Keywords
Field
DocType
ph-distributed random variate,efficient generation,random-variate generation,different representation,different associated computational cost,wide range,random variate,ph distribution,simulation-driven approach,dependability evaluation,efficient representation
Dependability,Random variate,Computer science,Convolution random number generator,Algorithm,Statistics,Variance reduction,Distributed computing
Conference
Citations 
PageRank 
References 
2
0.40
2
Authors
4
Name
Order
Citations
PageRank
Gábor Horváth121035.47
Philipp Reinecke213714.92
Miklós Telek3922102.56
Katinka Wolter438344.10