Sampling from Gompertz processes11 months ago
Simulation description | Setup | The Gompertz Process functions | Vectorized specification of the Gompertz $\lambda()$, $\Lambda()$, and $\Lambda^{-1}()$ | Method 1: Vectorized sampling using only $\lambda()$ | Method 2: Vectorized sampling using $\Lambda()$ and $\Lambda^{-1}()$ | Comparisons | Simulation time-costs | Simulated times | Simulating all event trajectories | Demonstrating that we simulate from the correct intensity function | Acknowledgments | Bibliography
