Code supplement for the paper 'Exact simulation of extrinsic stress-release processes'

Please see the Jupyter notebooks for the main use of the code to generate the figures found in the paper. The main algorithms are implemented in simulate.py and inverse_moments.py. For further questions, feel free to email me (Pat Laub), I'll be happy to discuss anything related to this codebase.

Reference:

Young Lee, Patrick J. Laub, Thomas Taimre, Hongbiao Zhao, Jiancang Zhuang (2021), Exact simulation of extrinsic stress-release processes, Journal of Applied Probability, to appear in 59(1) in 2022.

Name		Name	Last commit message	Last commit date
README.md		README.md
check-moments-of-intensity.ipynb		check-moments-of-intensity.ipynb
check-moments-of-intensity.py		check-moments-of-intensity.py
compare-simulation-algorithm-speeds.ipynb		compare-simulation-algorithm-speeds.ipynb
compare-simulation-algorithm-speeds.py		compare-simulation-algorithm-speeds.py
example-annotated2-no-external.pgf		example-annotated2-no-external.pgf
example-process-figures.ipynb		example-process-figures.ipynb
example-process-figures.py		example-process-figures.py
intensity-bounds.pgf		intensity-bounds.pgf
inverse-moments.pgf		inverse-moments.pgf
inverse_moments.py		inverse_moments.py
preamble.py		preamble.py
simulate-thinning.ipynb		simulate-thinning.ipynb
simulate-thinning.py		simulate-thinning.py
simulate.py		simulate.py

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