A Gillespie Algorithm for Non-Markovian Stochastic Processes

@article{Masuda2018AGA,
  title={A Gillespie Algorithm for Non-Markovian Stochastic Processes},
  author={Naoki Masuda and Luis E C Rocha},
  journal={SIAM Review},
  year={2018},
  volume={60},
  pages={95-115}
}
  • Naoki Masuda, Luis E C Rocha
  • Published 2018
  • Mathematics, Computer Science, Physics
  • SIAM Review
  • The Gillespie algorithm provides statistically exact methods to simulate stochastic dynamics modelled as interacting sequences of discrete events including systems of biochemical reactions or earthquakes, networks of queuing processes or spiking neurons, and epidemic and opinion formation processes on social networks. Empirically, inter-event times of various human activities, in particular human communication, and some natural phenomena are often distributed according to long-tailed… CONTINUE READING

    Figures, Tables, and Topics from this paper.

    Citations

    Publications citing this paper.
    SHOWING 1-10 OF 24 CITATIONS

    Rejection-Based Simulation of Non-Markovian Agents on Complex Networks

    VIEW 6 EXCERPTS
    CITES BACKGROUND & METHODS
    HIGHLY INFLUENCED

    Long-tailed distributions of inter-event times as mixtures of exponential distributions

    VIEW 1 EXCERPT

    FILTER CITATIONS BY YEAR

    2016
    2020

    CITATION STATISTICS

    • 2 Highly Influenced Citations

    • Averaged 7 Citations per year from 2018 through 2020

    References

    Publications referenced by this paper.
    SHOWING 1-10 OF 94 REFERENCES

    Simulating non-Markovian stochastic processes.

    VIEW 10 EXCERPTS
    HIGHLY INFLUENTIAL

    Solvable non-Markovian dynamic network.

    VIEW 1 EXCERPT

    Estimating inter-event time distributions from finite observation periods in communication networks

    VIEW 1 EXCERPT

    A Poissonian explanation for heavy tails in e-mail communication

    VIEW 2 EXCERPTS

    The origin of bursts and heavy tails in human dynamics

    Modeling bursts and heavy tails in human dynamics

    VIEW 1 EXCERPT