Philipp Reinecke, Katinka Wolter, Levente Bodrog, Miklos Telek,
On the Cost of Generating PH-distributed Random Numbers,
In: Proceedings of the Ninth International Workshop on Performability Modeling of Computer and Communication Systems (PMCCS-9), (Horváth, Gábor, Joshi, Kaustubh, Heindl, Armin Ed.), pp. 16--20, September 17--18, 2009 2009.

Abstract: Phase-type (PH) distributions are proven to be very powerful tools in modelling and analysis of a wide range of phenomena in computer systems. The use of these distributions in simulation studies requires efficient methods for generating PH-distributed random numbers. In this work, we consider the cost of PH-distributed random-number generation.


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