Exact simulation of the jump times of a class of piecewise deterministic Markov processes

DOI10.1007/s10915-017-0607-4zbMath1391.60206arXiv1602.07871OpenAlexW3101315671MaRDI QIDQ1651346

Michèle Thieullen, Vincent Lemaire, Nicolas Thomas

Publication date: 12 July 2018

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1602.07871

zbMATH Keywords

thinningneural modelexact simulationpiecewise deterministic Markov processchannel noise

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Neural biology (92C20) Applications of continuous-time Markov processes on discrete state spaces (60J28)

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