Category Archives: Python

Find Stationary Distribution of Markov Chain using Stochastic Simulation (Gillespie’s) in Python

This is the ad hoc tutorial on how to simulate continuous Markov Chain using Gillespie’s Direct Stochastic Simulation algorithm and find its stationary distribution and estimate the accuracy.    Link to Google Docs Document   Watch this Tutorial on Youtube Python Souce Code Below content is complementary to the video tutorial above. We will… Read More »