Moment Matching Algorithms
Brief description of the
algorithms
Input: The input to the algorithm is the first three moments of
a non-negative distribution.
Output: The output of the algorithm is the parameters of the phase
type (PH) distributions whose first three moments match the input.
Note that the parameters of a PH distribution is usually specified by
a vector and a matrix, and the format of our output also follows this convention.
Source code (matlab)
momentmatching.zip
The above file contains the following set of files:
README.txt
matching3PH.m
matching3EC.m
matching3PH2.m
convolutionofPH.m
mixtureofPH.m
isPH2.m
momentofPH.m
Related documents
The basic ideas and algorithms are described in
- [PE04c] Takayuki Osogami and Mor Harchol-Balter, "Closed Form Solutions
for Mapping General Distributions to Minimal PH Distributions," submitted
for publication. [closedform.pdf]
You may find more variants of algorithms and other related ideas in
- [TOOLS03b] Takayuki Osogami and Mor Harchol-Balter, "A Closed-form
Solution for Mapping General Distributions to Minimal PH Distributions,"
The 12th International Conference on Modelling
Tools and Techniques for Computer and Communication System Performance
Evaluation (TOOLS 2003), pages 200-217, September 2003. postscript
- Presentation slides (only
for Internet Explorer 5.0 or newer); view presentation slides for [TOOLS03a]
before viewing this.
- [TOOLS03a] Takayuki Osogami and Mor Harchol-Balter, "Necessary
and Sufficient Conditions for Representing General Distributions by Coxians,"
The 12th International Conference on Modelling
Tools and Techniques for Computer and Communication System Performance
Evaluation (TOOLS 2003), pages 182-199, September 2003. postscript
- "Approximating general distributions by minimal PH distributions,"
Workshop
on Quantitative Models for Production and Communication Networks, July
2004.
- Takayuki Osogami and Mor Harchol-Balter, "
A Closed-form Solution for Mapping General Distributions to Minimal PH
Distributions," Technical Report CMU-CS-03-114 (2003).
- Takayuki Osogami and Mor Harchol-Balter, "
Necessary and Sufficient Conditions for Representing General Distributions
by Coxians," Technical Report CMU-CS-02-178 (2002).
Takayuki Osogami
Department of Computer Science
Carnegie Mellon University
5000 Forbes Avenue
Pittsburgh, PA 15213