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  • Search: subject:"Gillespie’s algorithm"
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Gillespie’s algorithm 2 Boltzmann-type equilibrium 1 Confining potentials 1 Markov chain 1 Random paths statistics 1 Rejection sampling 1 Simulation 1 Symmetric stable noise 1 Transport equations 1
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Undetermined 2
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Article 2
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Author
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Duan, Qihong 1 Garbaczewski, Piotr 1 Liu, Junrong 1 Stephanovich, Vladimir 1 Żaba, Mariusz 1
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Physica A: Statistical Mechanics and its Applications 1 Statistical Methods and Applications 1
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RePEc 2
Showing 1 - 2 of 2
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A first step to implement Gillespie’s algorithm with rejection sampling
Duan, Qihong; Liu, Junrong - In: Statistical Methods and Applications 24 (2015) 1, pp. 85-95
continuous-time Markov chain. The currently-used exact implementations of Gillespie’s algorithm simulate every reaction event …
Persistent link: https://www.econbiz.de/10011241333
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Lévy flights in confining environments: Random paths and their statistics
Żaba, Mariusz; Garbaczewski, Piotr; Stephanovich, Vladimir - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 17, pp. 3485-3496
We analyze a specific class of random systems that, while being driven by a symmetric Lévy stable noise, asymptotically set down at the Boltzmann-type equilibrium, represented by a probability density function (pdf) ρ∗(x)∼exp[−Φ(x)]. This behavior needs to be contrasted with the...
Persistent link: https://www.econbiz.de/10011060439
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