Topic: Simulation of Stochastic Processes

Why Gillespie Waiting Times and Event Choices Are Exact

Validating Gillespie Simulations with Rate and Time Checks

Uniform Random Numbers and Inverse Transform Sampling

Turning Reaction Rates Into Gillespie Propensities

Thinning Algorithms for Nonhomogeneous Poisson Processes

The Gillespie Direct Method for Continuous-Time Markov Chains

Tau-Leaping as an Approximation to Gillespie Simulation

Simulating Markov Chain Occupation Times and Rewards

Simulating Poisson Counts on a Fixed Time Grid

Simulating Brownian Maxima Beyond the Time Grid