1 Phase-Type Distributions 2 1.1 Continuous Phase-Type Distributions . . . . . . . . . . . . . . . . . . . . . . . . . . 2 1.2 Discrete Phase-Type Distributions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 1.3 Closure Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 1.4 Further Closure Properties for Continuous Distributions . . . . . . . . . ....

This paper reports some initial investigations of the use of antithetic variates in perfect sampling. A simple random walk example is presented to illustrate the key ingredients of antithetic coupling for perfect sampling as well as its potential benefit. A key step in implementing antithetic coupling is to generate random variates that are negatively associated, a stronger condition than negat...

By realizing the concept of implementation of the radio propagation channels on simulators is the eminent intention of this work. Even though prototyping software simulators are effortless to design we prefer hardware simulators as they endeavors distinguishable quickness, compared to earlier. Prior to this work fading channels like Gaussian, Rayleigh and Rician fading channel simulators were e...

We outline some of Chris Wallace’s contributions to pseudo-random number generation. In particular, we consider his recent idea for generating normally distributed variates without relying on a source of uniform random numbers, and compare it with more conventional methods for generating normal random numbers. Implementations of Wallace’s idea can be very fast (approximately as fast as good uni...

We develop an exact simple random variate generator for the theta distribution, which occurs as the limit distribution of the height of nearly all models of uniform random trees. Even though the density is only known as an infinite sum of functions, our algorithm does not require any summation. The properties of the theta distribution with distribution function F(x)= ~ (1-2j2x2)e-J2x2 j~-(x3 oo...

The aim of this paper is to demonstrate how the appropriate numerical statistical and computer techniques can be successfully applied to the modeling of some physical systems We propose to use a fast and accurate method of computer generation of L evy stable random variates

Carefully designed Java applications turn out to be efficient and platform independent tools that can compete well with classical implementations of statistical software. The project presented here is an example underlining this statement for random variate generation. An end-user application called RAGE (Random Variate Generator) is developed to generate random variates from probability distri...