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The scale factor: a new degree of freedom in phase type approximation

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3 Author(s)
Bobbio, A. ; DISTA, Universita del Piemonte Orientale, Alessandria, Italy ; Horvath, A. ; Telek, M.

This paper introduces a unified approach to phase-type approximation in which the discrete and continuous phase-type models form a common model set. The models of this common set are assigned with a non-negative real parameter, the scale factor. The case when the scale factor is strictly positive results in discrete phase-type distributions and the scale factor represents the time elapsed in one step. If the scale factor is 0, the resulting class is the class of continuous phase-type distributions. Applying the above view, it is shown that there is no qualitative difference between the discrete and the continuous phase-type models. Based on this unified view of phase-type models one can choose the best phase-type approximation of a stochastic model by optimizing the scale factor.

Published in:

Dependable Systems and Networks, 2002. DSN 2002. Proceedings. International Conference on

Date of Conference:

2002