Gillespie algorithm
= Gillespie algorithm
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The Gillespie algorithm samples an exact path of a well-mixed stochastic reaction network. At state $x$, let $a_0(x)=\sum_ra_r(x)$; draw a waiting time with <exponential distribution> of rate $a_0$, choose reaction $r$ with probability $a_r/a_0$, and update $x\leftarrow x+\nu_r$.
= Stochastic simulation algorithm
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