Geodesic
Simulating an infinite mean waiting time
Mathematica Applicanda, Tome 47 (2019) no. 1, pp. 93-102.

Voir la notice de l'article provenant de la source Annales Societatis Mathematicae Polonae Series

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.
DOI : 10.14708/ma.v47i1.6476
Classification : 65C10, 68U20, 60K35, 92D15
Mots-clés : birth-death process, infinite mean, phylogenetic tree, power-law distribution, return time 
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Krzysztof Bartoszek. Simulating an infinite mean waiting time. Mathematica Applicanda, Tome 47 (2019) no. 1, pp.  93-102. doi : 10.14708/ma.v47i1.6476. http://geodesic.mathdoc.fr/articles/10.14708/ma.v47i1.6476/

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