caa a22 4500 606196390 CHVBK 20210128100924.0 cr unu---uuuuu 210128e20150301xx s 000 0 eng 10.1007/s10260-014-0283-6 doi (NATIONALLICENCE)springer-10.1007/s10260-014-0283-6 A first step to implement Gillespie's algorithm with rejection sampling [Elektronische Daten] [Qihong Duan, Junrong Liu] It is well known that firings of a well-stirred chemically reacting system can be described by a continuous-time Markov chain. The currently-used exact implementations of Gillespie's algorithm simulate every reaction event individually and thus the computational cost is inevitably high. In this paper, we present an exact implementation of a continuous-time Markov chain with bounded intensity which can simulate the process at given time points. The implementation involves rejection sampling, with a trajectory either accepted or rejected based on just a few reaction events. A simulation study on the Schlögl model is presented and supplementary materials for this article are available online. Springer-Verlag Berlin Heidelberg, 2014 Markov chain nationallicence Gillespie's algorithm nationallicence Rejection sampling nationallicence Simulation nationallicence Duan Qihong School of Mathematics and Statistics, Xi'an Jiaotong University, 710049, Xi'an, Shannxi, People's Republic of China aut Liu Junrong Department of Mathematics, NorthWest University, 710069, Xi'an, Shannxi, People's Republic of China aut Statistical Methods & Applications Springer Berlin Heidelberg 24/1(2015-03-01), 85-95 1618-2510 24:1<85 2015 24 10260 https://doi.org/10.1007/s10260-014-0283-6 text/html Onlinezugriff via DOI BK010053 XK010053 XK010000 Metadata rights reserved Springer special CC-BY-NC licence nationallicence 1 research-article jats NATIONALLICENCE NATIONALLICENCE NL-springer NATIONALLICENCE 856 40 https://doi.org/10.1007/s10260-014-0283-6 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Duan Qihong School of Mathematics and Statistics, Xi'an Jiaotong University, 710049, Xi'an, Shannxi, People's Republic of China aut NATIONALLICENCE 700 1- Liu Junrong Department of Mathematics, NorthWest University, 710069, Xi'an, Shannxi, People's Republic of China aut NATIONALLICENCE 773 0- Statistical Methods & Applications Springer Berlin Heidelberg 24/1(2015-03-01), 85-95 1618-2510 24:1<85 2015 24 10260