Numerical simulations in C and Matlab

Abstract

This chapter is devoted to numerical simulations, focusing on the ten most popular stochastic models presented in this textbook. Following the chronology of the textbook, we start with the three classical models: the gambler’s ruin chain, the branching process, and the simple birth and death process. Then, we look at the spatially implicit stochastic models and finally at the spatially explicit ones: percolation models and interacting particle systems.