The scale factor: A new degree of freedom in phase type approximation

Andrea Bobbio, András Horváth, Miklós Telek

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

5 Citations (Scopus)

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 languageEnglish
Title of host publicationProceedings of the 2002 International Conference on Dependable Systems and Networks
Pages627-636
Number of pages10
DOIs
Publication statusPublished - Dec 1 2002
EventProceedings of the 2002 International Conference on Dependable Systems and Networks DNS 2002 - Washington, DC, United States
Duration: Jun 23 2002Jun 26 2002

Publication series

NameProceedings of the 2002 International Conference on Dependable Systems and Networks

Other

OtherProceedings of the 2002 International Conference on Dependable Systems and Networks DNS 2002
CountryUnited States
CityWashington, DC
Period6/23/026/26/02

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Keywords

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

ASJC Scopus subject areas

  • Engineering(all)

Cite this

Bobbio, A., Horváth, A., & Telek, M. (2002). The scale factor: A new degree of freedom in phase type approximation. In 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