jPhase: an object-oriented tool for modeling phase-type distributions

Juan F.  Perez; German Riano

1st International ICST Workshop on Tools for solving Structured Markov Chains

Research Article

jPhase: an object-oriented tool for modeling phase-type distributions

Cite: BibTeX Plain Text

@INPROCEEDINGS{10.1145/1190366.1190370,
    author={Juan F.  Perez and German Riano},
    title={jPhase: an object-oriented tool for modeling phase-type distributions},
    proceedings={1st International ICST Workshop on Tools for solving Structured Markov Chains},
    publisher={ACM},
    proceedings_a={SMCTOOLS},
    year={2012},
    month={4},
    keywords={},
    doi={10.1145/1190366.1190370}
}

Juan F. Perez
German Riano
Year: 2012
jPhase: an object-oriented tool for modeling phase-type distributions
SMCTOOLS
ACM
DOI: 10.1145/1190366.1190370

Juan F. Perez¹^,*, German Riano¹^,*

1: Centro de Optimizacion y Probabilidad Aplicada (COPA), Departamento de Ingenierıa Industrial, Universidad de los Andes, Bogota D.C., Colombia.

*Contact email: fern-per@uniandes.edu.co, griano@uniandes.edu.co

Abstract

Phase-Type distributions are a powerful tool in stochastic modeling of real systems. In this paper, we describe an object-oriented tool used to represent and manipulate these distributions as computational objects. It allows the computation of multiple closure properties that can be used when modeling large systems with multiple interactions. The tool also includes procedures for fitting the parameter of a distribution from a data set and capabilities for generating random numbers from a specified distribution. This framework is built in a flexible and expandable way, and, therefore, it is not limited to the algorithms provided.

Published: 2012-04-05
Publisher: ACM

: http://dx.doi.org/10.1145/1190366.1190370