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abstract

Acceptance-rejection methods for generating random variates from matrix exponential distributions and rational arrival processes (abstract only)

Published:09 April 2012Publication History
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Abstract

Stochastic models based on matrix exponential structures, like matrix exponential distributions and rational arrival processes, have gained popularity in analytical models recently. However the application of these models in simulation based evaluations is not as widespread yet. One of the possible reasons is the lack of efficient random variates generation methods. In this paper we propose methods for efficient random variates generation for matrix exponential stochastic models based on appropriate representations of the models.

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  • Published in

    cover image ACM SIGMETRICS Performance Evaluation Review
    ACM SIGMETRICS Performance Evaluation Review  Volume 39, Issue 4
    March 2012
    134 pages
    ISSN:0163-5999
    DOI:10.1145/2185395
    Issue’s Table of Contents

    Copyright © 2012 Authors

    Publisher

    Association for Computing Machinery

    New York, NY, United States

    Publication History

    • Published: 9 April 2012

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