Exact simulation of the jump times of a class of Piecewise Deterministic Markov Processes
Overview & Synopsis
In this paper, we are interested in the exact simulation of a class of Piecewise Deterministic Markov Processes (PDMP). We show how to perform efficient thinning algorithms depending on the jump rate bound. For different types of jump rate bounds, we compare theoretically the mean number of generated (total) jump times and we compare numerically the simulation times. We use thinning algorithms on Hodgkin-Huxley models with Markovian ion channels dynamic to illustrate the results.
Indexed from repository: HAL Open Science
(
hal.science)
Keyboard Shortcuts:
← / → for pages • + / - for zoom • 0 to fit width
Powered by Mozilla PDF.js v3.11
Document Information
| Document Title | Exact simulation of the jump times of a class of Piecewise Deterministic Markov Processes |
|---|---|
| Author / Organization | Vincent Lemaire, Michèle Thieullen, Nicolas Thomas |
| Subject & Discipline | Multidisciplinary Academic Open Research |
| Categories | Science & Mathematics |
| Publication Year | 2017 |
| License / Rights | Open Access / Creative Commons |
| Resource Verification | Listed PDF (Verification Pending) |
| Original Host Website |
HAL Open Science
(hal.science)
|
| File Format | application/pdf (Portable Document Format) |
| Language | EN |
| Catalog ID | DOC-151241 |
| Original Source Link | Visit Source Page on hal.science » |