Generating random variates from a distribution of phase type
暂无分享,去创建一个
[1] M. Neuts,et al. On the use of phase type distributions in reliability modelling of systems with two components , 1981 .
[2] G. S. Fishman. Principles of Discrete Event Simulation , 1978 .
[3] S. Albin. On Poisson Approximations for Superposition Arrival Processes in Queues , 1982 .
[4] P. A. W. Lewis,et al. A Pseudo-Random Number Generator for the System/360 , 1969, IBM Syst. J..
[5] Marcel F. Neuts,et al. Matrix-geometric solutions in stochastic models - an algorithmic approach , 1982 .
[6] Joachim H. Ahrens,et al. Computer methods for sampling from the exponential and normal distributions , 1972, CACM.
[7] R. Cheng,et al. The Generation of Gamma Variables with Non‐Integral Shape Parameter , 1977 .
[8] R. Kronmal,et al. On the Alias Method for Generating Random Variables From a Discrete Distribution , 1979 .
[9] M. Neuts. Renewal processes of phase type , 1978 .
[10] Samuel Karlin,et al. A First Course on Stochastic Processes , 1968 .