Title
Acceptance-rejection methods for generating random variates from matrix exponential distributions and rational arrival processes (abstract only)
Abstract
Stochastic models based on matrix exponential structures, like matrix exponential distributions and rational arrival processes, have gained popularity in analytical models recently. However the application of these models in simulation based evaluations is not as widespread yet. One of the possible reasons is the lack of efficient random variates generation methods. In this paper we propose methods for efficient random variates generation for matrix exponential stochastic models based on appropriate representations of the models.
Year
DOI
Venue
2012
10.1145/2185395.2185413
SIGMETRICS Performance Evaluation Review
Keywords
DocType
Volume
possible reason,analytical model,matrix exponential stochastic model,matrix exponential distribution,efficient random variates generation,appropriate representation,rational arrival process,matrix exponential structure,acceptance-rejection method,stochastic model,matrix exponential
Journal
39
Issue
Citations 
PageRank 
4
0
0.34
References 
Authors
4
2
Name
Order
Citations
PageRank
Gábor Horváth121035.47
Miklós Telek2922102.56