An investigation of phase-distribution moment-matching algorithms for use in queueing models
Queueing Systems: Theory and Applications
An evaluation of parallel job scheduling for ASCI Blue-Pacific
SC '99 Proceedings of the 1999 ACM/IEEE conference on Supercomputing
Modeling and analysis of power-tail distributions via classical teletraffic methods
Queueing Systems: Theory and Applications
PhFit: A General Phase-Type Fitting Tool
TOOLS '02 Proceedings of the 12th International Conference on Computer Performance Evaluation, Modelling Techniques and Tools
An Integrated Approach to Parallel Scheduling Using Gang-Scheduling, Backfilling, and Migration
IEEE Transactions on Parallel and Distributed Systems
Fitting world-wide web request traces with the EM-algorithm
Performance Evaluation - Special issue: Internet performance and control of network systems
Calculating equilibrium probabilities for &lgr;(n)/Ck/1/N queues
PERFORMANCE '80 Proceedings of the 1980 international symposium on Computer performance modelling, measurement and evaluation
An EM-based technique for approximating long-tailed data sets with PH distributions
Performance Evaluation - Internet performance symposium (IPS 2002)
Analysis of multi-server systems via dimensionality reduction of markov chains
Analysis of multi-server systems via dimensionality reduction of markov chains
jPhase: an object-oriented tool for modeling phase-type distributions
SMCtools '06 Proceeding from the 2006 workshop on Tools for solving structured Markov chains
The twin measure for queueing system predictability
Proceedings of the 2nd international conference on Performance evaluation methodologies and tools
On the twin measure and queueing systems predictability
Performance Evaluation
Waiting and sojourn times in a multi-server queue with mixed priorities
Queueing Systems: Theory and Applications
Multi-class Markovian arrival processes and their parameter fitting
Performance Evaluation
Valuation of Storage at a Liquefied Natural Gas Terminal
Operations Research
Performance evaluation of a single node with general arrivals and service
ASMTA'11 Proceedings of the 18th international conference on Analytical and stochastic modeling techniques and applications
Predicting departure times in multi-stage queueing systems
Computers and Operations Research
Phase-type models for cellular networks supporting voice, video and data traffic
Mathematical and Computer Modelling: An International Journal
Proceedings of the 2012 ACM Conference on Ubiquitous Computing
An efficient MCMC algorithm for continuous ph distributions
Proceedings of the Winter Simulation Conference
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Approximating general distributions by phase-type (PH) distributions is a popular technique in stochastic analysis, since the Markovian property of PH distributions often allows analytical tractability. This paper proposes an algorithm for mapping a general distribution, G, to a PH distribution, which matches the first three moments of G. Efficiency of our algorithm hinges on narrowing the search space to a particular subset of the PH distributions, which we refer to as Erlang-Coxian (EC) distributions. The class of EC distributions has a small number of parameters, and we provide closed form solutions for these. Our solution applies to any distribution whose first three moments can be matched by a PH distribution. Also, our resulting EC distribution requires a nearly minimal number of phases, within one of the minimal number of phases required by any acyclic PH distribution.