Exact simulation of extrinsic stress-release processes

DOI10.1017/JPR.2021.35zbMath1492.60093arXiv2106.14415OpenAlexW3174790489MaRDI QIDQ5067213

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Publication date: 1 April 2022

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2106.14415

zbMATH Keywords

stress-release processinhibitory point process

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Generalized stochastic processes (60G20) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

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• On Lewis' simulation method for point processes
• Explicit formulae for stationary distributions of stress release processes
• An Introduction to the Theory of Point Processes

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