Acceptance-Rejection Methods for Generating Random Variates from Matrix Exponential Distributions and Rational Arrival Processes

Gábor Horváth 0002, Miklós Telek. Acceptance-Rejection Methods for Generating Random Variates from Matrix Exponential Distributions and Rational Arrival Processes. In Guy Latouche, Vaidyanathan Ramaswami, Jay Sethuraman, Karl Sigman, Mark S. Squillante, David D. Yao, editors, Matrix-Analytic Methods in Stochastic Models, Seventh International Conference on Matrix Analytic Methods in Stochastic Models, MAM 2011, Columbia University, New York, NY, USA, 13-16 June 2011. Volume 27 of Springer Proceedings in Mathematics & Statistics, pages 123-143, Springer, 2011. [doi]

@inproceedings{0002T11-1,
  title = {Acceptance-Rejection Methods for Generating Random Variates from Matrix Exponential Distributions and Rational Arrival Processes},
  author = {Gábor Horváth 0002 and Miklós Telek},
  year = {2011},
  doi = {10.1007/978-1-4614-4909-6_7},
  url = {https://doi.org/10.1007/978-1-4614-4909-6_7},
  researchr = {https://researchr.org/publication/0002T11-1},
  cites = {0},
  citedby = {0},
  pages = {123-143},
  booktitle = {Matrix-Analytic Methods in Stochastic Models, Seventh International Conference on Matrix Analytic Methods in Stochastic Models, MAM 2011, Columbia University, New York, NY, USA, 13-16 June 2011},
  editor = {Guy Latouche and Vaidyanathan Ramaswami and Jay Sethuraman and Karl Sigman and Mark S. Squillante and David D. Yao},
  volume = {27},
  series = {Springer Proceedings in Mathematics & Statistics},
  publisher = {Springer},
  isbn = {978-1-4614-4908-9},
}