Fitting Phase-Type Distributions and Markovian Arrival Processes: Algorithms and Tools

Hiroyuki Okamura () and Tadashi Dohi ()
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Hiroyuki Okamura: Graduate School of Engineering, Hiroshima University
Tadashi Dohi: Graduate School of Engineering, Hiroshima University

A chapter in Principles of Performance and Reliability Modeling and Evaluation, 2016, pp 49-75 from Springer

Abstract: Abstract This chapter provides a comprehensive survey of PH (phase-type) distribution and MAP (Markovian arrival process) fitting. The PH distribution and MAP are widely used in analytical model-based performance evaluation because they can approximate non-Markovian models with arbitrary accuracy as Markovian models. Among a number of past research results on PH/MAP fitting, we present the mathematical definition of the PH distribution and MAP, and summarize the most recent state-of-the-art results on the fitting methods. We also offer an overview of the software tools for PH/MAP fitting.

Keywords: Infinitesimal Generator; Matrix Exponential; Markovian Arrival Process; Erlang Distribution; Moment Match (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1007/978-3-319-30599-8_3

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