Efficient Generation of PH-Distributed Random Variates

@inproceedings{Horvth2012EfficientGO,
  title={Efficient Generation of PH-Distributed Random Variates},
  author={G{\'a}bor Horv{\'a}th and Philipp Reinecke and Mikl{\'o}s Telek and Katinka Wolter},
  booktitle={ASMTA},
  year={2012}
}
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 pseudo random number generation (PRNG). In this paper we study the problem of efficient… CONTINUE READING
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