Efficient Generation of PH-Distributed Random Variates
نویسندگان
چکیده
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 costs for random-variate generation. In this paper we study the problem of efficient representation and efficient generation of PH distributed variates.
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...
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