نتایج جستجو برای: Random Variates generation

تعداد نتایج: 627873  

In all systems simulation, random variates are considered as a main factor and based of simulation heart. Actually, randomization is inducted by random variates in the simulation. Due to the importance of such a problem, a new method for generation of random variates from continuous distributions is presented in this paper. The proposed algorithm, called uniform fractional part (UFP) is simpler...

Journal: :Theory of Computing Systems 2003

Journal: :Journal of Statistical Computation and Simulation 1993

2012
Gábor Horváth Philipp Reinecke Miklós Telek Katinka Wolter

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 cost...

2011
Gábor Horváth Miklós Telek

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 met...

Journal: :Annals OR 2016
Gábor Horváth Philipp Reinecke Miklós Telek Katinka Wolter

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 simulation-driven approaches. Simulations require the efficient generation of random variates from PH distributions. PH distributions have different representations and different associated computational cos...

Journal: :IJSPM 2005
Mohammad Sabah Osman Balci

This paper presents a random variate generation (RVG) world wide web (web) service and an RVG web-based software application, both of which are developed in compliance with the Java 2 Enterprise Edition (J2EE) architecture and run under the IBM WebSphere Application Server. The RVG web service can be invoked programmatically over the web by using simple object access protocol (SOAP) through the...

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