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Simulating an infinite mean waiting time
Linköping University, Department of Computer and Information Science, The Division of Statistics and Machine Learning. Linköping University, Faculty of Arts and Sciences.ORCID iD: 0000-0002-5816-4345
2019 (English)In: Mathematica Applicanda, ISSN 1730-2668, Vol. 47, no 1, p. 93-102Article in journal (Refereed) Published
Abstract [en]

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.

Place, publisher, year, edition, pages
Warsaw, Poland: Polskie Towarzystwo Matematyczne , 2019. Vol. 47, no 1, p. 93-102
Keywords [en]
birth-death process; infinite mean; phylogenetic tree; power-law distribution; return time
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:liu:diva-159321DOI: 10.14708/ma.v47i1.6476OAI: oai:DiVA.org:liu-159321DiVA, id: diva2:1340995
Conference
XXV National Conference on Applications of Mathematics in Biology and Medicine
Funder
Swedish Research Council, 2017-04951Available from: 2019-08-07 Created: 2019-08-07 Last updated: 2019-09-04Bibliographically approved

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Bartoszek, Krzysztof
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CiteExportLink to record
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Citation style
  • apa
  • ieee
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  • de-DE
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