Heuristic representation optimization for efficient generation of PH-distributed random variates
نویسندگان
چکیده
منابع مشابه
Heuristic representation optimization for efficient generation of PH-distributed random variates
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 cos...
متن کاملEfficient Generation of PH-Distributed Random Variates
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 simulationdriven approaches. Simulations require the efficient generation of random variates from PH distributions. PH distributions have different representations and different associated computational cost...
متن کاملPSEUDO-RANDOM DIRECTIONAL SEARCH: A NEW HEURISTIC FOR OPTIMIZATION
Meta-heuristics have already received considerable attention in various fields of engineering optimization problems. Each of them employes some key features best suited for a specific class of problems due to its type of search space and constraints. The present work develops a Pseudo-random Directional Search, PDS, for adaptive combination of such heuristic operators. It utilizes a short term...
متن کاملExact and Efficient Generation of Geometric Random Variates and Random Graphs
The standard algorithm for fast generation of Erdős-Rényi random graphs only works in the Real RAM model. The critical point is the generation of geometric random variates Geo(p), for which there is no algorithm that is both exact and efficient in any bounded precision machine model. For a RAM model with word size w = Ω(log log(1/p)), we show that this is possible and present an exact algorithm...
متن کاملThree Heuristic Algorithms for Generation of Random
and computational geometry is the generation of random polygons. practical evaluation of algorithms that operate on polygons, where it is necessary to check determine the actual CPU experimentally. To this time, no polynomial known for the random generation of polygons with a uniform distribution presented for generating random polygons using a set of random vertices using
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Annals of Operations Research
سال: 2014
ISSN: 0254-5330,1572-9338
DOI: 10.1007/s10479-014-1736-x