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]
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