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Phase type distributions are widely applicable modeling and statistical tools for non-negative random quantities. They are built on Markov chains, which provide a simple, intuitive stochastic interpretation for their use. Phase Type Distribution starts from the Markov chain-based definition of phase type distributions and presents many interesting properties, which follow from the basic definition. As a general family of non-negative distributions with nice analytical properties, phase type distributions can be used for approximating experimental distributions by fitting or by moments matching; and, for discrete event simulation of real word systems with stochastic timing, such as production systems, service operations, communication networks, etc. This book summarizes the up-to-date fitting, matching and simulation methods, and presents the limits of flexibility of phase type distributions of a given order. Additionally, this book lists numerical examples that support the intuitive understanding of the analytical descriptions and software tools that handle phase type distributions.
This book constitutes the refereed proceedings of the Third European Performance Engineering Workshop, EPEW 2006, held in Budapest, Hungary in June 2006. The 16 revised full papers presented were carefully reviewed and selected from 40 submissions. The papers are organized in topical sections on stochastic process algebra, workloads and benchmarks, theory of stochastic processes, formal dependability and performance evaluation, as well as queues, theory and practice.
This book presents the latest key research into the performance and reliability aspects of dependable fault-tolerant systems and features commentary on the fields studied by Prof. Kishor S. Trivedi during his distinguished career. Analyzing system evaluation as a fundamental tenet in the design of modern systems, this book uses performance and dependability as common measures and covers novel ideas, methods, algorithms, techniques, and tools for the in-depth study of the performance and reliability aspects of dependable fault-tolerant systems. It identifies the current challenges that designers and practitioners must face in order to ensure the reliability, availability, and performance of s...
This book constitutes the refereed proceedings of the 21st International Conference on Analytical and Stochastic Modelling Techniques and Applications, ASMTA 2014, held in Budapest, Hungary, in June/July 2014. The 18 papers presented were carefully reviewed and selected from 27 submissions. The papers discuss the latest developments in analytical, numerical and simulation algorithms for stochastic systems, including Markov processes, queueing networks, stochastic Petri nets, process algebras, game theory, etc.
This book constitutes the refereed proceedings of the 13th International Conference on Modelling Techniques and Tools for Computer Performance Evaluation, TOOLS 2003, held in Urbana, IL, USA, in September 2003. The 17 revised full papers presented together with a keynote paper were carefully reviewed and selected for inclusion in the book. The papers are organized in topical sections on tools for measuring, benchmarking, and online control; tools for evaluation of stochastic models; queueing models; Markovian arrival processes and phase-type distributions; and supporting model-based design of systems.
Annotation This book constitutes the refereed proceedings of the 7th International Colloquium on Theoretical Aspects of Computing, ICTAC 2010 held in Natal, Brazil, in September 2010. The 23 revised full papers presented with 2 invited papers and the abstract of 1 invited talk were carefully reviewed and selected from 68 submissions. The papers address all theoretical aspects and methodological issues of computing and are organized in topical sections on grammars, semantics, modelling, the special track on formal aspects of software testing and grand challenge in verified software, on logics, as well as algorithms and types.