A construction and minimization service for continuous probability distributions

Regular Paper

Abstract

The universe of acyclic continuous-time Markov chains can provide arbitrarily close approximations of any continuous probability distribution. We span this universe by a compositional construction calculus for acyclic phase-type distributions. The calculus draws its expressiveness from a single operator, yet the calculus is equipped with further convenient operators, namely convolution, maximum, and minimum. However, the size of the chains constructed in this way can grow rapidly. We therefore link our calculus to a compositional minimization algorithm that whenever applied almost surely yields a chain with the least possible size. The entire approach is available in the form of an easy-to-use web service. The paper describes the architecture of this service in detail and reports on experimental evidence demonstrating its usefulness.

Keywords

Phase-type distributions Acyclic  Minimization Maximum Minimum Convolution Erlang 

Notes

Acknowledgments

We would like to thank the reviewers for their valuable and detailed comments and suggestions in improving this paper.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2013

Authors and Affiliations

  1. 1.Jurusan Ilmu Komputer dan Elektronika, Fakultas Matematika dan Ilmu Pengetahuan AlamUniversitas Gadjah MadaYogyakartaIndonesia
  2. 2.Department of Computer ScienceSaarland UniversitySaarbrückenGermany

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