Phase-type distributions in stochastic automata networks

Abstract Stochastic automata networks (S ans ) are high-level formalisms for modeling very large and complex Markov chains in a compact and structured manner. To date, the exponential distribution has been the only distribution used to model the passage of time in the evolution of the different S an components. In this paper we show how phase-type distributions may be incorporated into S ans thereby providing the wherewithal by which arbitrary distributions can be used which in turn leads to an improved ability for more accurately modeling numerous real phenomena. The approach we develop is to take a S an model containing phase-type distributions and to translate it into another, stochastically equivalent, S an model having only exponential distributions. In the S an formalism, it is the events that are responsible for firing transitions and our procedure is to associate a stochastic automaton with each event having a phase-type distribution. This automaton models the distribution of time until the event occurs. In this way, the size of the elementary matrices remain small, because the size of the automata are small: the automata are either those of the original S an , or are those associated with the phase-type events and are of size k , the number of phases in the representation of the distribution.

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