Dealing with Zero Density Using Piecewise Phase-Type Approximation
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14330%2F14%3A00074094" target="_blank" >RIV/00216224:14330/14:00074094 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1007/978-3-319-10885-8_9" target="_blank" >http://dx.doi.org/10.1007/978-3-319-10885-8_9</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/978-3-319-10885-8_9" target="_blank" >10.1007/978-3-319-10885-8_9</a>
Alternative languages
Result language
angličtina
Original language name
Dealing with Zero Density Using Piecewise Phase-Type Approximation
Original language description
Every probability distribution can be approximated up to a given precision by a phase-type distribution, i.e. a distribution encoded by a continuous time Markov chain (CTMC). However, an excessive number of states in the corresponding CTMC is needed forsome standard distributions, in particular most distributions with regions of zero density such as uniform or shifted distributions. Addressing this class of distributions, we suggest an alternative representation by CTMC extended with discrete-time transitions. Using discrete-time transitions we split the density function into multiple intervals. Within each interval, we then approximate the density with standard phase-type fitting. We provide an experimental evidence that our method requires only a moderate number of states to approximate such distributions with regions of zero density. Furthermore, the usage of CTMC with discrete-time transitions is supported by a number of techniques for their analysis.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
IN - Informatics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GPP202%2F12%2FP612" target="_blank" >GPP202/12/P612: Formal Verification of Stochastic Real-Time Systems</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach<br>I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2014
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Computer Performance Engineering
ISBN
9783319108841
ISSN
0302-9743
e-ISSN
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Number of pages
16
Pages from-to
119-134
Publisher name
Springer International Publishing
Place of publication
Switzerland
Event location
Florence, Italy
Event date
Jan 1, 2014
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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