Efficient generation of PH-distributed random variates

Gábor Horváth, Philipp Reinecke, M. Telek, Katinka Wolter

Research output: Chapter in Book/Report/Conference proceedingConference contribution

3 Citations (Scopus)

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.

Original languageEnglish
Title of host publicationLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Pages271-285
Number of pages15
Volume7314 LNCS
DOIs
Publication statusPublished - 2012
Event19th International Conference on Analytical and Stochastic Modelling and Applications, ASMTA 2012 - Grenoble, France
Duration: Jun 4 2012Jun 6 2012

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume7314 LNCS
ISSN (Print)03029743
ISSN (Electronic)16113349

Other

Other19th International Conference on Analytical and Stochastic Modelling and Applications, ASMTA 2012
CountryFrance
CityGrenoble
Period6/4/126/6/12

Fingerprint

Phase-type Distribution
Random Variate Generation
Dependability
Computational Cost
Simulation
Costs
Evaluation
Model
Range of data

Keywords

  • PH distribution
  • pseudo random number generation

ASJC Scopus subject areas

  • Computer Science(all)
  • Theoretical Computer Science

Cite this

Horváth, G., Reinecke, P., Telek, M., & Wolter, K. (2012). Efficient generation of PH-distributed random variates. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 7314 LNCS, pp. 271-285). (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 7314 LNCS). https://doi.org/10.1007/978-3-642-30782-9_19

Efficient generation of PH-distributed random variates. / Horváth, Gábor; Reinecke, Philipp; Telek, M.; Wolter, Katinka.

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics). Vol. 7314 LNCS 2012. p. 271-285 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 7314 LNCS).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Horváth, G, Reinecke, P, Telek, M & Wolter, K 2012, Efficient generation of PH-distributed random variates. in Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics). vol. 7314 LNCS, Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), vol. 7314 LNCS, pp. 271-285, 19th International Conference on Analytical and Stochastic Modelling and Applications, ASMTA 2012, Grenoble, France, 6/4/12. https://doi.org/10.1007/978-3-642-30782-9_19
Horváth G, Reinecke P, Telek M, Wolter K. Efficient generation of PH-distributed random variates. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics). Vol. 7314 LNCS. 2012. p. 271-285. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)). https://doi.org/10.1007/978-3-642-30782-9_19
Horváth, Gábor ; Reinecke, Philipp ; Telek, M. ; Wolter, Katinka. / Efficient generation of PH-distributed random variates. Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics). Vol. 7314 LNCS 2012. pp. 271-285 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)).
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