Acceptance-Rejection Methods for Generating Random Variates from Matrix Exponential Distributions and Rational Arrival Processes

Conference paper
Part of the Springer Proceedings in Mathematics & Statistics book series (PROMS, volume 27)

Abstract

Stochastic models based on matrix-exponential structures, like matrix-exponential distributions and rational arrival processes (RAPs), 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-variate-generation methods. In this chapter we propose methods for efficient random-variate generation for matrix-exponential stochastic models based on appropriate representations of the models.

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Copyright information

© Springer Science+Business Media New York 2013

Authors and Affiliations

  1. 1.Department of TelecommunicationsTechnical University of BudapestBudapestHungary

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