On the Representation of Correlated Exponential Distributions by Phase Type Distributions-Reference-Cited by-同舟云学术

On the Representation of Correlated Exponential Distributions by Phase Type Distributions

Published:2022-03-22 Issue:3 Volume:49 Page:73-78
ISSN:0163-5999
Container-title:ACM SIGMETRICS Performance Evaluation Review
language:en
Short-container-title:SIGMETRICS Perform. Eval. Rev.

Author:

Buchholz Peter¹

Affiliation:

1. Informatik IV, TU Dortmund

Abstract

In this paper we present results for bivariate exponential distributions which are represented by phase type distributions. The paper extends results from previous publications [3, 11] on this topic by introducing new representations that require a smaller number of phases to reach some correlation coefficient and introduces different ways to describe correlation between exponentially distributed random variables.

Publisher

Association for Computing Machinery (ACM)

Subject

Computer Networks and Communications,Hardware and Architecture,Software

Link

https://dl.acm.org/doi/pdf/10.1145/3529113.3529140

Reference16 articles.

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2. SMCSolver and Q-MAM

3. On the Construction of Bivariate Exponential Distributions with an Arbitrary Correlation Coefficient

4. Peter Buchholz . On the representation of correlated exponential distributions by phase type distributions. CoRR, abs/2108.12223 , 2021 . Peter Buchholz. On the representation of correlated exponential distributions by phase type distributions. CoRR, abs/2108.12223, 2021.

5. Peter Buchholz and Jan Kriege . Fitting correlated arrival and service times and related queueing performance. Queueing Syst. Theory Appl., 85(3--4):337--359 , 2017 . Peter Buchholz and Jan Kriege. Fitting correlated arrival and service times and related queueing performance. Queueing Syst. Theory Appl., 85(3--4):337--359, 2017.

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