Aparicio J P, Solari H G
Departamento de Física, Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires, Pabellón I, Ciudad Universitaria, 1428 Buenos Aires, Argentina.
Phys Rev Lett. 2001 Apr 30;86(18):4183-6. doi: 10.1103/PhysRevLett.86.4183.
We discuss how to simulate a stochastic evolution process in terms of difference equations with Poisson distributions of independent events when the problem is naturally described by discrete variables. For large populations the Poisson approximation becomes a discrete integration of the Langevin approximation [T. G. Kurtz, J. Appl. Prob. 7, 49 (1970); 8, 344 (1971)]. We analyze when the latter gives a reasonable representation of the original evolution for finite size systems. A simple example of an epidemic process is used to organize the discussion and to perform statistical tests that underline the goodness of the proposed method.
当问题自然地由离散变量描述时,我们讨论如何根据具有独立事件泊松分布的差分方程来模拟随机演化过程。对于大群体,泊松近似成为朗之万近似的离散积分 [T. G. 库尔茨,《应用概率杂志》7, 49 (1970); 8, 344 (1971)]。我们分析后者何时能为有限规模系统的原始演化提供合理的表示。一个简单的流行病过程示例被用于组织讨论并进行统计测试,以强调所提出方法的优良性。