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Survival Analysis, Master Equation, Efficient Simulation of Path-Related Quantities, and Hidden State Concept of Transitions

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Social Science Microsimulation

Abstract

This paper presents and derives the interrelations between survival analysis and master equation. Both have important applications in the social sciences and other scientific fields treating stochastic systems However, since they focus on different aspects of modeling, it is not yet generally known that they are closely related to each other.

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© 1996 Springer-Verlag Berlin Heidelberg

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Helbing, D. (1996). Survival Analysis, Master Equation, Efficient Simulation of Path-Related Quantities, and Hidden State Concept of Transitions. In: Troitzsch, K.G., Mueller, U., Gilbert, G.N., Doran, J.E. (eds) Social Science Microsimulation. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-03261-9_10

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  • DOI: https://doi.org/10.1007/978-3-662-03261-9_10

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-08267-2

  • Online ISBN: 978-3-662-03261-9

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