A Gillespie Algorithm for Non-Markovian Stochastic Processes
نویسندگان
چکیده
منابع مشابه
Simulating non-Markovian stochastic processes.
We present a simple and general framework to simulate statistically correct realizations of a system of non-Markovian discrete stochastic processes. We give the exact analytical solution and a practical and efficient algorithm like the Gillespie algorithm for Markovian processes, with the difference being that now the occurrence rates of the events depend on the time elapsed since the event las...
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ژورنال
عنوان ژورنال: SIAM Review
سال: 2018
ISSN: 0036-1445,1095-7200
DOI: 10.1137/16m1055876