Simulating an infinite mean waiting time

Krzysztof Bartoszek. "Simulating an infinite mean waiting time." Mathematica Applicanda 47.1 (2019): null. <http://eudml.org/doc/295479>.

@article{KrzysztofBartoszek2019,
abstract = {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.},
author = {Krzysztof Bartoszek},
journal = {Mathematica Applicanda},
keywords = {birth-death process; infinite mean; phylogenetic tree; power-law distribution; return time},
language = {eng},
number = {1},
pages = {null},
title = {Simulating an infinite mean waiting time},
url = {http://eudml.org/doc/295479},
volume = {47},
year = {2019},
}

TY - JOUR
AU - Krzysztof Bartoszek
TI - Simulating an infinite mean waiting time
JO - Mathematica Applicanda
PY - 2019
VL - 47
IS - 1
SP - null
AB - 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.
LA - eng
KW - birth-death process; infinite mean; phylogenetic tree; power-law distribution; return time
UR - http://eudml.org/doc/295479
ER -