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<oai_dc:dc xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
  <dc:title>Stochastic Process Simulation Engine</dc:title>
  <dc:title>R package StochSimR version 1.1.0</dc:title>
  <dc:description>A modular simulation engine for a wide range of stochastic
    processes. Provides exact and approximate simulation methods for Poisson
    processes (homogeneous and inhomogeneous), Brownian motion (standard,
    drifted, and bridge), discrete- and continuous-time Markov chains,
    birth-death processes, the Yule pure-birth process, infinitesimal
    generator matrix utilities, Markovian queuing systems (M/M/1, M/M/c,
    M/M/c/K) with exact steady-state statistics, Levy processes (gamma,
    normal inverse Gaussian, variance-gamma, alpha-stable), Merton
    jump-diffusion models, Hawkes self-exciting processes, geometric Brownian
    motion, and Ornstein-Uhlenbeck mean-reverting diffusions. Includes
    variance reduction techniques (antithetic variates, control variates,
    importance sampling, stratified sampling), parallel simulation via the
    'future' framework, rare-event simulation (cross-entropy and multilevel
    splitting), path visualisation, and summary statistics. Methods are based
    on Glasserman (2003) &lt;doi:10.1007/978-0-387-21617-1&gt;, Asmussen &amp; Glynn
    (2007) &lt;doi:10.1007/978-0-387-69033-9&gt;, Norris (1997)
    &lt;doi:10.1017/CBO9780511810633&gt;, and Kleinrock (1975, ISBN:0471491101).</dc:description>
  <dc:type>Software</dc:type>
  <dc:relation>Depends: R (&gt;= 3.5.0)</dc:relation>
  <dc:relation>Imports: ggplot2 (&gt;= 3.4.0), rlang (&gt;= 1.0.0), stats, parallel, future
(&gt;= 1.25.0), future.apply (&gt;= 1.10.0)</dc:relation>
  <dc:relation>Suggests: testthat (&gt;= 3.0.0), knitr, rmarkdown</dc:relation>
  <dc:creator>Ayush Kundu &lt;ayushkundu25@iitk.ac.in&gt;</dc:creator>
  <dc:publisher>Comprehensive R Archive Network (CRAN)</dc:publisher>
  <dc:contributor>Ayush Kundu [aut, cre] (ORCID: &lt;https://orcid.org/0009-0009-8715-2624&gt;)</dc:contributor>
  <dc:rights>MIT + file LICENSE (https://CRAN.R-project.org/package=StochSimR/LICENSE)</dc:rights>
  <dc:date>2026-06-01</dc:date>
  <dc:format>application/tgz</dc:format>
  <dc:identifier>https://CRAN.R-project.org/package=StochSimR</dc:identifier>
  <dc:identifier>doi:10.32614/CRAN.package.StochSimR</dc:identifier>
</oai_dc:dc>
