141 reputation
3
bio website
location
age
visits member for 2 years, 2 months
seen 18 hours ago

Jan
25
revised Efficient random number generation for sojourn times in semi-Markov processes
edited tags
Jan
24
comment Efficient random number generation for sojourn times in semi-Markov processes
For simulation purposes, it might be better to generate several random numbers at a time from a given distribution, so I'm looking for heuristic sampling strategies that give good performance while not generating an excess of random numbers and taking up memory.
Jan
24
comment Efficient random number generation for sojourn times in semi-Markov processes
What I mean by semi-Markov process is basically a process with a given transition matrix that is Markovian at the jump times, with sojourn times depending on the current state and the next state and specified by arbitrary distributions.
Jan
14
asked Efficient random number generation for sojourn times in semi-Markov processes
Sep
15
awarded  Editor
Sep
15
revised How to find expected time to reach a state in a CTMC?
added 9 characters in body
Sep
15
answered How to find expected time to reach a state in a CTMC?
May
14
awarded  Supporter
May
14
awarded  Student
May
14
asked Jordan decomposition of $A^T$ given that of $A$