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Jan 25 |
revised |
Efficient random number generation for sojourn times in semi-Markov processes edited tags |
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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. |
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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. |
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Jan 14 |
asked | Efficient random number generation for sojourn times in semi-Markov processes |
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Sep 15 |
awarded | Editor |
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Sep 15 |
revised |
How to find expected time to reach a state in a CTMC? added 9 characters in body |
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Sep 15 |
answered | How to find expected time to reach a state in a CTMC? |
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May 14 |
awarded | Supporter |
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May 14 |
awarded | Student |
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May 14 |
asked | Jordan decomposition of $A^T$ given that of $A$ |