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). © Springer-Verlag Berlin Heidelberg 2010.
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CITATION STYLE
Reinecke, P., Telek, M., & Wolter, K. (2010). Reducing the cost of generating APH-distributed random numbers. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 5987 LNCS, pp. 274–286). https://doi.org/10.1007/978-3-642-12104-3_21
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