2012/04/13 by Karonen, Ilmari
#60K35 #92D25 #FOS: Biological sciences #Populations and Evolution (q-bio.PE)
paper · doi:10.48550/arxiv.1204.3021
Coupling is a widely used technique in the theoretical study of interacting stochastic processes. In this paper I present an example demonstrating its usefulness also in the efficient computer simulation of such processes. I first describe a basic coupling technique, applicable to all kinds of processes, which allows trading memory use for a limited speedup. Next, I describe a specialized variant of it, which can be used to speed up the simulation certain kinds of processes satisfying a monotonicity criterion. This special algorithm increases the speed by several orders of magnitude with only a modest increase in memory usage.