Online Code Repository


This page links to source code developed by Takayuki Osogami while he is at the Department of Computer Science in Carnegie Mellon University.  While the code is all written by him, the idea has been developed primarily with his advisor, Mor Harchol-Balter.   The souce code is an implementation of useful tools to analyze stochastic processes.  The source code on this page is covered by a copyright notice.  If you find our code useful, and include some of it in your system, or base some research results on it, we would appreciate an acknowledgment and a reference.

(1) Moment matching algorithms

Given a probability distribution, it returns a phase type (PH) distribution that approximates the given distribution (by matching the first three moments). 

(2) Matrix analytic methods for a QBD process

Given a quasi-birth-and-death (QBD) process, it returns the limiting probabilities.

(3) Analysis of foreground-background QBD processes via dimensionality reduction

Given a foreground QBD process whose transitions depend on the level of a background QBD process, it returns a single QBD process that approximates the foreground QBD process.  The output QBD process can then be analyzed the above "Matrix analytic methods for a QBD process."


Copyright Notice

Copyright (c) 2004. Takayuki Osogami. All Rights Reserved.

Permission to use, copy, modify, and distribute this source code and its documentation for any purpose, without fee, and without a written agreement, is hereby granted, provided that the above copyright notice, this paragraph and the following two paragraphs appear in all copies, modifications, and distributions. Created by Takayuki Osogami, Department of Computer Science, Carnegie Mellon University.

IN NO EVENT SHALL THE AUTHOR BE LIABLE TO ANY PARTY FOR ANY DAMAGES, INCLUDING LOST PROFITS, ARISING OUT OF THE USE OF THIS SOURCE CODE AND ITS DOCUMENTATION, EVEN IF THE AUTHOR HAS BEEN ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

THE AUTHOR SPECIFICALLY DISCLAIMS ANY WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE. THE SOURCE CODE AND ACCOMPANYING DOCUMENTATION, IF ANY, PROVIDED HEREUNDER IS PROVIDED "AS IS." THE AUTHOR HAS NO OBLIGATION TO PROVIDE MAINTENANCE, SUPPORT, UPDATES, ENHANCEMENTS, OR MODIFICATIONS.

Takayuki Osogami
Department of Computer Science
Carnegie Mellon University
5000 Forbes Avenue
Pittsburgh, PA 15213