The scale factor: A new degree of freedom in phase type approximation

Andrea Bobbio, András Horváth, Miklós Telek

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Abstract

This paper introduces a unified approach to phase-type approximation in which the discrete and the continuous phase-type models form a common model set. The models of this common set are assigned with a non-negative real parameter, the scale factor. The case when the scale factor is strictly positive results in Discrete phase-type distributions and the scale factor represents the time elapsed in one step. If the scale factor is 0, the resulting class is the class of Continuous phase-type distributions. Applying the above view, it is shown that there is no qualitative difference between the discrete and the continuous phase-type models. Based on this unified view of phase-type models one can choose the best phase-type approximation of a stochastic model by optimizing the scale factor.

Lingua originaleInglese
Titolo della pubblicazione ospiteProceedings of the 2002 International Conference on Dependable Systems and Networks
Pagine627-636
Numero di pagine10
DOI
Stato di pubblicazionePubblicato - 2002
Pubblicato esternamente
EventoProceedings of the 2002 International Conference on Dependable Systems and Networks DNS 2002 - Washington, DC, United States
Durata: 23 giu 200226 giu 2002

Serie di pubblicazioni

NomeProceedings of the 2002 International Conference on Dependable Systems and Networks

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???event.eventtypes.event.conference???Proceedings of the 2002 International Conference on Dependable Systems and Networks DNS 2002
Paese/TerritorioUnited States
CittàWashington, DC
Periodo23/06/0226/06/02

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