Aggregated Teletraffic Models with Long-range Dependence: simexp(M, N, lambda) - File Exchange

Code covered by the BSD License

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Aggregated Teletraffic Models with Long-range Dependence

[ctimes, cval]=linjpcut(jmpti... LINJPCUT Truncate piecewise linear functions at a given time.
[ctimes, cval]=staircut(jmpti... STAIRCUT Truncate piecewise constant functions at a given time.
[ctimes, le_ij, cle_ij, exi, ... STTIMESCUT Truncate nondecreasing sequences at a given point.
countpath(cdir) COUNTPATH add the counting processes and random number
distrmu(distr, dpar) DISTRMU a table-lookup function. For a given handle to an external
distrstat(distr, dpar)
lracc(sc_type, alpha, refvar,... LRACC Compute the "acceleration factor": the ratio between
lrscales(sc_type, alpha, refv... LRSCALES Compute the time and space scales according to the
onoff(nproc, maxtime, on_dist... ONOFF generate N independent stationary on-off processes. An
rencount(nproc, maxtime, dist... % RENCOUNT Simulate independent renewal counting processes
renewpp(nproc, maxtime, distr... RENEWPP Generate a matrix of N independent renewal point
renrew(nproc, maxtime, ren1_d... % RENREW Generate N independent renewal reward processes
renuni(nproc, maxtime) RENUNI Generate a matrix of N independent renewal counting
scalemginfty(sc_type, lambda,... SCALEMGINFTY Simulate the rescaled and centered cumulative
scaleonoff(sc_type, maxtime, ... SCALEONOFF Simulate a rescaled and centered sum of integrated
scaleren(sc_type, alpha, ren_... SCALEREN Simulate a rescaled and centered sum of independent
servpath(sdir) SERVPATH add the counting processes and random number
simbinom(npoints, n, p) SIMBINOM random numbers from binomial distribution
simdiscr(npoints, pdf, val) SIMDISCR random numbers from a discrete random
simexp(M, N, lambda) SIMEXP random numbers from exponential distribution
simgeom(npoints, p) SIMGEOM random numbers from geometric distribution
simlinear(M, N)
simmd1(tmax, lambda) SIMMD1 simulate a M/D/1 queueing system. Poisson arrivals
simmg1(tmax, lambda) SIMMG1 simulate a M/G/1 queueing system. Poisson arrivals
simmginfty(tmax, lambda) SIMMGINFTY simulate a M/G/infinity queueing system. Arrivals are
simmm1(n, lambda, mu) SIMMM1 simulate a M/M/1 queueing system. Poisson arrivals of
simpareto(M, N, alpha) SIMPARETO random numbers from Pareto distribution:
simparetonrm(M, N, alpha, gam... SIMPARETONRM Generate a matrix of random numbers from the
simstmginfty(maxtime, lambda,... SIMSTMGINFTY generate the system size process in a stationary
stairintegr(jptimes, fval, st... % STAIRINTEGR Integrate piecewise constant (stair) functions. The results
stairsum(jmptimes, fval) % STAIRSUM Add piecewise constant (stair) functions.
stintresc(jmptimes, fval, ... STINTRESC Integrate and rescale a piecewice constant function:
strescint(jmptimes, fval, ... STRESCINT Rescale and integrate a piecewice constant function:
stsumplot(jptimes, fval, stim... STSUMPLOT Plot piecewise constant functions and their sum. The
telepath(tdir) TELEPATH add the teletraffic models directories to the path.
simgeod1.m
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from Aggregated Teletraffic Models with Long-range Dependence by Ingemar Kaj Raimundas Gaigalas
Simulates aggregated teletraffic: infinite source Poisson model, on-off model, sum of renewal proc

simexp(M, N, lambda)

function [sample] = simexp(M, N, lambda)

% SIMEXP random numbers from exponential distribution
%   pdf f(x)=lambda exp(-lambda*x), x>0
%
% [sample] = simexp(M, N, lambda)
%
% Inputs: 
%        M - number of rows in the output matrix
%        N - number of columns in the output matrix
%         lambda - parameter of the distribution
%
% Outputs: 
%        sample - a matrix of random numbers
%
% See also SIMBINOM, SIMDISCR, SIMGEOM, SIMPARETO

% Authors: R.Gaigalas, I.Kaj
% v1.3 Created 04-Oct-02
%      Modified 02-Dec-05 to generate a matrix

  % generate a sample of U(0, 1) and apply the inverse cgf
  sample = -log(rand(M, N))./lambda;

Highlights from Aggregated Teletraffic Models with Long-range Dependence

Highlights from
Aggregated Teletraffic Models with Long-range Dependence