Simulating an infinite mean waiting time
Fuente:
arXiv
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| Format: | Preprint |
| Veröffentlicht: |
2019
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| _version_ | 1866929638232555520 |
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| author | Bartoszek, Krzysztof |
| author_facet | Bartoszek, Krzysztof |
| contents | We consider a hybrid method to simulate the return time to the initial state in a critical-case birth--death process. The expected value of this return time is infinite, but its distribution asymptotically follows a power-law. Hence, the simulation approach is to directly simulate the process, unless the simulated time exceeds some threshold and if it does, draw the return time from the tail of the power law. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_1907_10117 |
| institution | arXiv |
| publishDate | 2019 |
| record_format | arxiv |
| spellingShingle | Simulating an infinite mean waiting time Bartoszek, Krzysztof Methodology Populations and Evolution Computation 65C10, 68U20, 60K35, 92D15 We consider a hybrid method to simulate the return time to the initial state in a critical-case birth--death process. The expected value of this return time is infinite, but its distribution asymptotically follows a power-law. Hence, the simulation approach is to directly simulate the process, unless the simulated time exceeds some threshold and if it does, draw the return time from the tail of the power law. |
| title | Simulating an infinite mean waiting time |
| topic | Methodology Populations and Evolution Computation 65C10, 68U20, 60K35, 92D15 |
| url | https://arxiv.org/abs/1907.10117 |