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A fast exact simulation method for a class of Markov jump processes
[article]
2015
arXiv
pre-print
A new method of the stochastic simulation algorithm (SSA), named the Hashing-Leaping method (HLM), for exact simulations of a class of Markov jump processes, is presented in this paper. The HLM has a conditional constant computational cost per event, which is independent of the number of exponential clocks in the Markov process. The main idea of the HLM is to repeatedly implement a hash-table-like bucket sort algorithm for all times of occurrence covered by a time step with length τ. This paper
arXiv:1506.04802v2
fatcat:f3zvfv3z7ffkrlmeoa6ezetjsm