Efficient Generation of PH-Distributed Random Variates

  • Gábor Horváth
  • Philipp Reinecke
  • Miklós Telek
  • Katinka Wolter
Part of the Lecture Notes in Computer Science book series (LNCS, volume 7314)

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.

Keywords

PH distribution pseudo random number generation 

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Copyright information

© Springer-Verlag Berlin Heidelberg 2012

Authors and Affiliations

  • Gábor Horváth
    • 2
  • Philipp Reinecke
    • 1
  • Miklós Telek
    • 2
  • Katinka Wolter
    • 1
  1. 1.Institut für InformatikFreie Universität BerlinBerlinGermany
  2. 2.Department of TelecommunicationsBudapest University of Technology and EconomicsBudapestHungary

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