精确里程碑的数学框架。

Pub Date : 2016-01-01 Epub Date: 2016-03-03 DOI:10.1137/15M102157X

David Aristoff, Juan M Bello-Rivas, Ron Elber

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引用次数: 20

摘要

我们给出了精确里程碑的数学框架，精确里程碑是一种将连续时间随机过程映射到可有效模拟和分析的马尔可夫链或半马尔可夫过程的新算法。我们推广了精确里程碑的设置，并给出了里程碑方程中平均首次通过时间误差的显式误差界。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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A MATHEMATICAL FRAMEWORK FOR EXACT MILESTONING.

We give a mathematical framework for Exact Milestoning, a recently introduced algorithm for mapping a continuous time stochastic process into a Markov chain or semi-Markov process that can be efficiently simulated and analyzed. We generalize the setting of Exact Milestoning and give explicit error bounds for the error in the Milestoning equation for mean first passage times.

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