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View all- He QHe Q(2013)From the Exponential Distribution to Phase-Type DistributionsFundamentals of Matrix-Analytic Methods10.1007/978-1-4614-7330-5_1(1-83)Online publication date: 4-May-2013
Acceptance-rejection methods for generating random variates from matrix exponential distributions and rational arrival processes (abstract only)
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Abstract
Stochastic models based on matrix exponential structures, like matrix exponential distributions and rational arrival processes, have gained popularity in analytical models recently. However the application of these models in simulation based evaluations is not as widespread yet. One of the possible reasons is the lack of efficient random variates generation methods. In this paper we propose methods for efficient random variates generation for matrix exponential stochastic models based on appropriate representations of the models.
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Copyright © 2012 Authors.
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Association for Computing Machinery
New York, NY, United States
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Published: 09 April 2012
Published in SIGMETRICS Volume 39, Issue 4
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Cited By
View all- He QHe Q(2013)From the Exponential Distribution to Phase-Type DistributionsFundamentals of Matrix-Analytic Methods10.1007/978-1-4614-7330-5_1(1-83)Online publication date: 4-May-2013