Autor:	Bartoszek, Krzysztof
Rok vydání:	2019
Předmět:	Statistics - Methodology Quantitative Biology - Populations and Evolution Statistics - Computation 65C10 68U20 60K35 92D15
Zdroj:	Mathematica Applicanda (Matematyka Stosowana) 47(1): 93-102, 2019
Druh dokumentu:	Working Paper
DOI:	10.14708/ma.v47i1.6476
Popis:	We consider a hybrid method to simulate the return time to the initial state in a critical-case birth--death process. The expected value of this return time is infinite, but its distribution asymptotically follows a power-law. Hence, the simulation approach is to directly simulate the process, unless the simulated time exceeds some threshold and if it does, draw the return time from the tail of the power law.
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1907.10117 Zobrazit plný text záznamu View this record from Arxiv