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On the Cost of Generating PH-distributed Random Numbers

Philipp Reinecke, Katinka Wolter, Levente Bodrog, Miklos Telek— 2009

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.

TitelOn the Cost of Generating PH-distributed Random Numbers
VerfasserPhilipp Reinecke, Katinka Wolter, Levente Bodrog, Miklos Telek
VerlagProceedings of the Ninth International Workshop on Performability Modeling of Computer and Communication Systems (PMCCS-9), (Horv{\'a}th, G{\'a}bor, Joshi, Kaustubh, Heindl, Armin Ed.), pp. 16--20, September 17--18, 2009 2009
Datum2009
ArtText
BibTeX Code@inproceedings{Reinecke09b, author = {Philipp Reinecke and Katinka Wolter and Levente Bodrog and Miklos Telek}, title = {{On the Cost of Generating PH-distributed Random Numbers}}, booktitle = {Proceedings of the Ninth International Workshop on Performability Modeling of Computer and Communication Systems (PMCCS-9)}, year = {2009}, editor = {Horv{\'a}th, G{\'a}bor and Joshi, Kaustubh and Heindl, Armin}, pages = {16--20}, address = {Eger, Hungary}, month = {September 17--18, 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.}, owner = {phr}, timestamp = {2009.10.14} }