Coupling sample paths to the thermodynamic limit in Monte Carlo estimators with applications to gene expression
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Publication:1691859
DOI10.1016/j.jcp.2017.05.050zbMath1378.65023OpenAlexW2625057624MaRDI QIDQ1691859
Paul C. Bressloff, Ethan Levien
Publication date: 25 January 2018
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2017.05.050
variance reductionchemical reaction networkspiecewise deterministic Markov processGillespie algorithmMonte Carlo estimator
Monte Carlo methods (65C05) Classical flows, reactions, etc. in chemistry (92E20) Biochemistry, molecular biology (92C40)
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