Corpus ID: 16185292

Simulation Algorithms for Continuous Time Markov Chain Models

  title={Simulation Algorithms for Continuous Time Markov Chain Models},
  author={H. Banks and A. Broido and Brandi Canter and K. Gayvert and Shuhua Hu and M. Joyner and Kathryn Link},
Continuous time Markov chains are often used in the literature to model the dynamics of a system with low species count and uncertainty in transitions. In this paper, we investigate three particular algorithms that can be used to numerically simulate continuous time Markov chain models (a stochastic simulation algorithm, explicit and implicit tau-leaping algorithms). To compare these methods, we used them to analyze two stochastic infection models with different level of complexity. One of… Expand

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