Philipp Reinecke, Miklós Telek, Katinka Wolter,
Reducing the Costs of Generating APH-Distributed Random Numbers,
In: MMB \& DFT 2010, (Müller-Clostermann, B., Echtle, K., Rathgeb, E. Ed.), ser. LNCS, No. 5987, pp. 274--286, Springer-Verlag Berlin Heidelberg, 2010.
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 discuss algorithms for generating random numbers from PH distributions and propose two algorithms for reducing the cost associated with generating random numbers from Acyclic Phase-Type distributions (APH).
Note: (to appear)
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