Reducing the cost of generating APH-distributed random numbers

Philipp Reinecke, M. Telek, Katinka Wolter

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

6 Citations (Scopus)

Abstract

Phase-type (PH) distributions are proven to be very powerful tools in modelling and analysis of a wide range of phenomena in computer systems. The use of these distributions in simulation studies requires efficient methods for generating PH-distributed random numbers. In this work, we discuss algorithms for generating random numbers from PH distributions and propose two algorithms for reducing the cost associated with generating random numbers from Acyclic Phase-Type distributions (APH).

Original languageEnglish
Title of host publicationLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Pages274-286
Number of pages13
Volume5987 LNCS
DOIs
Publication statusPublished - 2010
Event15th International GI/ITG Conference on Measurement, Modelling and Evaluation of Computing Systems and Dependability and Fault Tolerance, MMB and DFT 2010 - Essen, Germany
Duration: Mar 15 2010Mar 17 2010

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume5987 LNCS
ISSN (Print)03029743
ISSN (Electronic)16113349

Other

Other15th International GI/ITG Conference on Measurement, Modelling and Evaluation of Computing Systems and Dependability and Fault Tolerance, MMB and DFT 2010
CountryGermany
CityEssen
Period3/15/103/17/10

Fingerprint

Phase-type Distribution
Random number
Costs
Computer systems
Simulation Study
Modeling
Range of data

ASJC Scopus subject areas

  • Computer Science(all)
  • Theoretical Computer Science

Cite this

Reinecke, P., Telek, M., & Wolter, K. (2010). Reducing the cost of generating APH-distributed random numbers. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 5987 LNCS, pp. 274-286). (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 5987 LNCS). https://doi.org/10.1007/978-3-642-12104-3_21

Reducing the cost of generating APH-distributed random numbers. / Reinecke, Philipp; Telek, M.; Wolter, Katinka.

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics). Vol. 5987 LNCS 2010. p. 274-286 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 5987 LNCS).

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

Reinecke, P, Telek, M & Wolter, K 2010, Reducing the cost of generating APH-distributed random numbers. in Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics). vol. 5987 LNCS, Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), vol. 5987 LNCS, pp. 274-286, 15th International GI/ITG Conference on Measurement, Modelling and Evaluation of Computing Systems and Dependability and Fault Tolerance, MMB and DFT 2010, Essen, Germany, 3/15/10. https://doi.org/10.1007/978-3-642-12104-3_21
Reinecke P, Telek M, Wolter K. Reducing the cost of generating APH-distributed random numbers. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics). Vol. 5987 LNCS. 2010. p. 274-286. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)). https://doi.org/10.1007/978-3-642-12104-3_21
Reinecke, Philipp ; Telek, M. ; Wolter, Katinka. / Reducing the cost of generating APH-distributed random numbers. Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics). Vol. 5987 LNCS 2010. pp. 274-286 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)).
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