5th International Workshop on OMNeT++

Research Article

Phase-type Distributions for Realistic Modelling in Discrete-Event Simulation

  • @INPROCEEDINGS{10.4108/icst.simutools.2012.247727,
        author={Philipp Reinecke and Gabor Horvath},
        title={Phase-type Distributions for Realistic Modelling in Discrete-Event Simulation},
        proceedings={5th International Workshop on OMNeT++},
        keywords={phase-type distributions random-variate generation discrete-event simulation},
  • Philipp Reinecke
    Gabor Horvath
    Year: 2012
    Phase-type Distributions for Realistic Modelling in Discrete-Event Simulation
    DOI: 10.4108/icst.simutools.2012.247727
Philipp Reinecke1,*, Gabor Horvath2
  • 1: FU Berlin
  • 2: Budapest University of Technology and Economics
*Contact email: philipp.reinecke@fu-berlin.de


Phase-type (PH) distributions are a valuable tool for representing real-world phenomena such as failure-times or response-times in an analytically tractable way. Recently, the application of phase-type distributions in simulation has received increasing attention. In simulation, phase-type distributions enable good representation of empirical distributions, even if the data does not follow one of the well-known statistical distributions. Furthermore, since phase-type distributions have Markovian representations, analytical approaches can be used to support simulation results. So far, however, well-known discrete-event simulators do not support PH distributions. In this paper we introduce the libphprng library for generating random-variates from PH distributions. Libphprng combines efficient methods with easy usage. Furthermore, libphrng integrates seamlessly with discrete-event simulators such as OMNeT++ without any changes to the library core.