### Abstract

This paper introduces a unified approach to phase-type approximation in which the discrete and the continuous phase-type models form a common model set. The models of this common set are assigned with a non-negative real parameter, the scale factor. The case when the scale factor is strictly positive results in Discrete phase-type distributions and the scale factor represents the time elapsed in one step. If the scale factor is 0, the resulting class is the class of Continuous phase-type distributions. Applying the above view, it is shown that there is no qualitative difference between the discrete and the continuous phase-type models. Based on this unified view of phase-type models one can choose the best phase-type approximation of a stochastic model by optimizing the scale factor.

Original language | English |
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Title of host publication | Proceedings of the 2002 International Conference on Dependable Systems and Networks |

Pages | 627-636 |

Number of pages | 10 |

DOIs | |

Publication status | Published - Dec 1 2002 |

Event | Proceedings of the 2002 International Conference on Dependable Systems and Networks DNS 2002 - Washington, DC, United States Duration: Jun 23 2002 → Jun 26 2002 |

### Publication series

Name | Proceedings of the 2002 International Conference on Dependable Systems and Networks |
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### Other

Other | Proceedings of the 2002 International Conference on Dependable Systems and Networks DNS 2002 |
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Country | United States |

City | Washington, DC |

Period | 6/23/02 → 6/26/02 |

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### Keywords

- Approximate analysis
- Discrete and continuous phase type distributions
- Phase type expansion

### ASJC Scopus subject areas

- Engineering(all)

### Cite this

*Proceedings of the 2002 International Conference on Dependable Systems and Networks*(pp. 627-636). (Proceedings of the 2002 International Conference on Dependable Systems and Networks). https://doi.org/10.1109/DSN.2002.1029008