메뉴 건너뛰기




Volumn 63, Issue 6, 2006, Pages 524-552

Closed form solutions for mapping general distributions to quasi-minimal PH distributions

Author keywords

Closed form; Moment matching; Normalized moment; PH distribution

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; MARKOV PROCESSES; PARAMETER ESTIMATION; RANDOM PROCESSES;

EID: 33645885335     PISSN: 01665316     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.peva.2005.06.002     Document Type: Article
Times cited : (114)

References (29)
  • 1
    • 0000825747 scopus 로고
    • The least variable phase type distribution is Erlang
    • Aldous D., and Shepp L. The least variable phase type distribution is Erlang. Commu. Statist.-Stochast. Models 3 (1987) 467-473
    • (1987) Commu. Statist.-Stochast. Models , vol.3 , pp. 467-473
    • Aldous, D.1    Shepp, L.2
  • 2
    • 0022076035 scopus 로고
    • On the phase-type approximations of general distributions
    • Altiok T. On the phase-type approximations of general distributions. IIE Trans. 17 (1985) 110-116
    • (1985) IIE Trans. , vol.17 , pp. 110-116
    • Altiok, T.1
  • 3
    • 0020419336 scopus 로고
    • On the canonical representation of homogeneous Markov processes modeling failure-time distributions
    • Cumani A. On the canonical representation of homogeneous Markov processes modeling failure-time distributions. Microelectron. Reliab. 22 (1982) 583-602
    • (1982) Microelectron. Reliab. , vol.22 , pp. 583-602
    • Cumani, A.1
  • 4
    • 0031701596 scopus 로고    scopus 로고
    • Fitting mixtures of exponentials to long-tail distributions to analyze network performance models
    • Feldmann A., and Whitt W. Fitting mixtures of exponentials to long-tail distributions to analyze network performance models. Perform. Eval. 32 (1998) 245-279
    • (1998) Perform. Eval. , vol.32 , pp. 245-279
    • Feldmann, A.1    Whitt, W.2
  • 6
    • 33645865507 scopus 로고    scopus 로고
    • A. Horváth, M. Telek, Approximating heavy tailed behavior with phase type distributions, in: Advances in Algorithmic Methods for Stochastic Models, Notable Publications, New Jersey, 2000, pp. 191-214.
  • 8
    • 0040677673 scopus 로고
    • Selecting parameters of phase distributions: combining nonlinear programming, heuristics, and Erlang distributions
    • Johnson M.A. Selecting parameters of phase distributions: combining nonlinear programming, heuristics, and Erlang distributions. ORSA J. Comput. 5 (1993) 69-83
    • (1993) ORSA J. Comput. , vol.5 , pp. 69-83
    • Johnson, M.A.1
  • 9
    • 0001332637 scopus 로고
    • An investigation of phase-distribution moment-matching algorithms for use in queueing models
    • Johnson M.A., and Taaffe M.F. An investigation of phase-distribution moment-matching algorithms for use in queueing models. Queueing Syst. 8 (1991) 129-147
    • (1991) Queueing Syst. , vol.8 , pp. 129-147
    • Johnson, M.A.1    Taaffe, M.F.2
  • 10
    • 0001607009 scopus 로고
    • Matching moments to phase distributions: mixtures of Erlang distributions of common order
    • Johnson M.A., and Taaffe M.R. Matching moments to phase distributions: mixtures of Erlang distributions of common order. Commun. Statist.-Stochast. Models 5 (1989) 711-743
    • (1989) Commun. Statist.-Stochast. Models , vol.5 , pp. 711-743
    • Johnson, M.A.1    Taaffe, M.R.2
  • 11
    • 84959980633 scopus 로고
    • Matching moments to phase distributions: density function shapes
    • Johnson M.A., and Taaffe M.R. Matching moments to phase distributions: density function shapes. Commun. Statist.-Stochast. Models 6 (1990) 283-306
    • (1990) Commun. Statist.-Stochast. Models , vol.6 , pp. 283-306
    • Johnson, M.A.1    Taaffe, M.R.2
  • 12
    • 84959945140 scopus 로고
    • Matching moments to phase distributions: nonlinear programming approaches
    • Johnson M.A., and Taaffe M.R. Matching moments to phase distributions: nonlinear programming approaches. Commun. Statist.-Stochast. Models 6 (1990) 259-281
    • (1990) Commun. Statist.-Stochast. Models , vol.6 , pp. 259-281
    • Johnson, M.A.1    Taaffe, M.R.2
  • 14
    • 0037399903 scopus 로고    scopus 로고
    • Fitting world-wide web request traces with the EM-algorithm
    • Khayari R.E.A., Sadre R., and Haverkort B. Fitting world-wide web request traces with the EM-algorithm. Perform. Eval. 52 (2003) 175-191
    • (2003) Perform. Eval. , vol.52 , pp. 175-191
    • Khayari, R.E.A.1    Sadre, R.2    Haverkort, B.3
  • 16
    • 0345293943 scopus 로고
    • Phase-type distributions and majorization
    • O'Cinneide C.A. Phase-type distributions and majorization. Ann. Appl. Probab. 1 3 (1991) 219-227
    • (1991) Ann. Appl. Probab. , vol.1 , Issue.3 , pp. 219-227
    • O'Cinneide, C.A.1
  • 17
    • 33645879190 scopus 로고    scopus 로고
    • T. Osogami, Analysis of multi-server systems via dimensionality reduction of Markov chains, PhD Thesis, School of Computer Science, Carnegie Mellon University, 2005.
  • 18
    • 35248889836 scopus 로고    scopus 로고
    • A closed-form solution for mapping general distributions to minimal PH distributions
    • Osogami T., and Harchol-Balter M. A closed-form solution for mapping general distributions to minimal PH distributions. Proceedings of the TOOLS 2003 (September 2003) 200-217
    • (2003) Proceedings of the TOOLS 2003 , pp. 200-217
    • Osogami, T.1    Harchol-Balter, M.2
  • 19
    • 29344444755 scopus 로고    scopus 로고
    • Necessary and sufficient conditions for representing general distributions by Coxians
    • Osogami T., and Harchol-Balter M. Necessary and sufficient conditions for representing general distributions by Coxians. Proceedings of the TOOLS 2003 (September 2003) 182-199
    • (2003) Proceedings of the TOOLS 2003 , pp. 182-199
    • Osogami, T.1    Harchol-Balter, M.2
  • 20
    • 0242443261 scopus 로고    scopus 로고
    • An EM-based technique for approximating long-tailed data sets with PH distributions
    • Riska A., Diev V., and Smirni E. An EM-based technique for approximating long-tailed data sets with PH distributions. Perform. Eval. 55 1/2 (2004) 147-164
    • (2004) Perform. Eval. , vol.55 , Issue.1-2 , pp. 147-164
    • Riska, A.1    Diev, V.2    Smirni, E.3
  • 21
    • 0016510979 scopus 로고
    • Approximate analysis of central server models
    • Sauer C., and Chandy K. Approximate analysis of central server models. IBM J. Res. Dev. 19 (1975) 301-313
    • (1975) IBM J. Res. Dev. , vol.19 , pp. 301-313
    • Sauer, C.1    Chandy, K.2
  • 22
    • 0039492246 scopus 로고
    • MEDA: mixed Erlang distributions as phase-type representations of empirical distribution functions
    • Schmickler L. MEDA: mixed Erlang distributions as phase-type representations of empirical distribution functions. Commun. Statist.-Stochast. Models 8 (1992) 131-156
    • (1992) Commun. Statist.-Stochast. Models , vol.8 , pp. 131-156
    • Schmickler, L.1
  • 23
    • 33645845368 scopus 로고    scopus 로고
    • M. Squillante, Matrix-analytic methods in stochastic parallel-server scheduling models, in: Advances in Matrix-Analytic Methods for Stochastic Models, Notable Publications, New Jersey, 1998.
  • 24
    • 0034339472 scopus 로고    scopus 로고
    • Modeling and analysis of power-tail distributions via classical teletraffic methods
    • Starobinski D., and Sidi M. Modeling and analysis of power-tail distributions via classical teletraffic methods. Queueing Syst. 36 (2000) 243-267
    • (2000) Queueing Syst. , vol.36 , pp. 243-267
    • Starobinski, D.1    Sidi, M.2
  • 25
    • 84925164788 scopus 로고    scopus 로고
    • Matching moments for acyclic discrete and continuous phase-type distributions of second order
    • Telek M., and Heindl A. Matching moments for acyclic discrete and continuous phase-type distributions of second order. Int. J. Simulat. 3 (2003) 47-57
    • (2003) Int. J. Simulat. , vol.3 , pp. 47-57
    • Telek, M.1    Heindl, A.2
  • 26
    • 0026243520 scopus 로고
    • Computational procedures for stochastic multi-echelon production systems
    • van Houtum G., and Zijm W. Computational procedures for stochastic multi-echelon production systems. Int. J. Prod. Econ. 23 (1991) 223-237
    • (1991) Int. J. Prod. Econ. , vol.23 , pp. 223-237
    • van Houtum, G.1    Zijm, W.2
  • 27
    • 0002343447 scopus 로고    scopus 로고
    • Incomplete convolutions in production and inventory models
    • van Houtum G., and Zijm W. Incomplete convolutions in production and inventory models. OR Spektrum 10 (1997) 97-107
    • (1997) OR Spektrum , vol.10 , pp. 97-107
    • van Houtum, G.1    Zijm, W.2
  • 28
    • 0019900567 scopus 로고
    • Approximating a point process by a renewal process: two basic methods
    • Whitt W. Approximating a point process by a renewal process: two basic methods. Operat. Res. 30 (1982) 125-147
    • (1982) Operat. Res. , vol.30 , pp. 125-147
    • Whitt, W.1
  • 29
    • 0038639099 scopus 로고    scopus 로고
    • An integrated approach to parallel scheduling using gang-scheduling, backfilling, and migration
    • Zhang Y., Franke H., Moreira J., and Sivasubramaniam A. An integrated approach to parallel scheduling using gang-scheduling, backfilling, and migration. IEEE Trans. Parallel Distrib. Syst. 14 (2003) 236-247
    • (2003) IEEE Trans. Parallel Distrib. Syst. , vol.14 , pp. 236-247
    • Zhang, Y.1    Franke, H.2    Moreira, J.3    Sivasubramaniam, A.4


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.