Input Modeling with Phase-Type Distributions and Markov Models Theor

Containing a summary of several recent results on Markov-based input modeling in a coherent notation, this book introduces and compares algorithms for parameter fitting and gives an overview of available software tools in the area. Due to progress made in

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Peter Buchholz Jan Kriege Iryna Felko

Input Modeling with Phase-Type Distributions and Markov Models Theory and Applications 123

SpringerBriefs in Mathematics

Series Editors Krishnaswami Alladi Nicola Bellomo Michele Benzi Tatsien Li Matthias Neufang Otmar Scherzer Dierk Schleicher Vladas Sidoravicius Benjamin Steinberg Yuri Tschinkel Loring W. Tu G. George Yin Ping Zhang

SpringerBriefs in Mathematics showcase expositions in all areas of mathematics and applied mathematics. Manuscripts presenting new results or a single new result in a classical field, new field, or an emerging topic, applications, or bridges between new results and already published works, are encouraged. The series is intended for mathematicians and applied mathematicians. For further volumes: http://www.springer.com/series/10030

Peter Buchholz • Jan Kriege • Iryna Felko

Input Modeling with Phase-Type Distributions and Markov Models Theory and Applications

123

Peter Buchholz Department of Computer Science Technical University of Dortmund Dortmund, Germany

Jan Kriege Department of Computer Science Technical University of Dortmund Dortmund, Germany

Iryna Felko Department of Computer Science Technical University of Dortmund Dortmund, Germany

ISSN 2191-8198 ISSN 2191-8201 (electronic) ISBN 978-3-319-06673-8 ISBN 978-3-319-06674-5 (eBook) DOI 10.1007/978-3-319-06674-5 Springer Cham Heidelberg New York Dordrecht London Library of Congress Control Number: 2014939378 Mathematics Subject Classification (2010): 60J22, 60J28, 62M05, 65C40, 68M20, 68U20, 60K25, 65C10, 65C40, 90B15, 90B18, 90B25 © Peter Buchholz, Jan Kriege, Iryna Felko 2014 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. Exempted from this legal reservation are brief excerpts in connection with reviews or scholarly analysis or material supplied specifically for the purpose of being entered and executed on a computer system, for exclusive use by the purchaser of the work. Duplication of this publication or parts thereof is permitted only under the provisions of the Copyright Law of the Publisher’s location, in its current version, and permission for use must always be obtained from Springer. Permissions for use may be obtained through RightsLink at the Copyright Clearance Center. Violations are liable to prosecution under the respective Copyright Law. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. While the advice and information in this boo