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.
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Horváth, G., Reinecke, P., Telek, M., Wolter, K. (2012). Efficient Generation of PH-Distributed Random Variates. In: Al-Begain, K., Fiems, D., Vincent, JM. (eds) Analytical and Stochastic Modeling Techniques and Applications. ASMTA 2012. Lecture Notes in Computer Science, vol 7314. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-30782-9_19
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DOI: https://doi.org/10.1007/978-3-642-30782-9_19
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