Dealing with Zero Density Using Piecewise Phase-Type Approximation

Kód výsledku v 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>

Výsledek na webu

<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>

Jazyk výsledku

angličtina

Název v původním jazyce

Dealing with Zero Density Using Piecewise Phase-Type Approximation

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

Dealing with Zero Density Using Piecewise Phase-Type Approximation

Popis výsledku anglicky

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.

Druh

D - Stať ve sborníku

CEP obor

IN - Informatika

OECD FORD obor

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Projekt

<a href="/cs/project/GPP202%2F12%2FP612" target="_blank" >GPP202/12/P612: Formální verifikace stochastických systémů s reálným časem</a><br>

Návaznosti

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

Rok uplatnění

2014

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

Computer Performance Engineering

ISBN

9783319108841

ISSN

0302-9743

e-ISSN

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Počet stran výsledku

16

Strana od-do

119-134

Název nakladatele

Springer International Publishing

Místo vydání

Switzerland

Místo konání akce

Florence, Italy

Datum konání akce

1. 1. 2014

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

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