I'm doing a self-study of semi-Markov processes and was wondering if there are efficient methods for generating random numbers for sojourn times. For example, generating a bunch of random numbers from a given distribution might be faster than generating a single random number at each step, especially for distributions that are more expensive than the usual exponential/geometric.
2026-04-05 12:48:12.1775393292
Efficient random number generation for sojourn times in semi-Markov processes
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