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

  • Dirk Helbing
Conference paper


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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Copyright information

© Springer-Verlag Berlin Heidelberg 1996

Authors and Affiliations

  • Dirk Helbing
    • 1
  1. 1.II. Institut für Theoretische PhysikUniversität StuttgartStuttgartGermany

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