2019/11/28 by Carlos-Andrey Maia, Maia, Carlos-Andrey
Computer Science · Engineering · #FOS: Electrical engineering #Systems and Control (eess.SY) #cs.SY #eess.SY #electronic engineering #information engineering
paper · pdf · doi:10.48550/arxiv.1911.12826
16 pages and 7 figures
arxiv created 2019/11/28 · arxiv updated 2019/12/02
Stochastic Event Timing is a fundamental issue in developing both analytic and simulation models for stochastic systems. Generalized Erlang distributions are quite useful for generating those random events in a quite general way by inserting intermediary states with markovian jumps. One very important and celebrated generalization of the Erlang distribution was made by D. R. Cox in the middle 50's. This paper discuss further the Cox generalization and presents an even more general topology, capable of representing any practical distribution. As an application, we revisit the classical problem of the first two moments matching, and derive minimal topologies in terms of number of states, then the results are compared with those found in literature. At the end of the paper, we show how the generalized structure can be use for timing general stochastic discrete-event models for analytic and simulation purposes.