# 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} }

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

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