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Recycling random numbers in the stochastic simulation algorithm

Abstract:

The stochastic simulation algorithm (SSA) was introduced by Gillespie and in a different form by Kurtz. Since its original formulation there have been several attempts at improving the efficiency and hence the speed of the algorithm. We briefly discuss some of these methods before outlining our own simple improvement, the recycling direct method (RDM), and demonstrating that it is capable of increasing the speed of most stochastic simulations. The RDM involves the statistically acceptable rec...

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Publication date:
2013-01-01
URN:
uuid:502bcf01-26b2-47ad-9427-e7e5c1d0c604
Local pid:
oai:eprints.maths.ox.ac.uk:1770

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