MarkovC
Related Doc:
package state
the transition rate matrix
Animate this continuous-time Markov Chain.
Animate this continuous-time Markov Chain. Place the nodes around a circle and connect them if there is a such a transition.
Show the flaw by printing the error message.
Show the flaw by printing the error message.
the method where the error occurred
the error message
The jump matrix derived from the transition rate matrix (tr)
Compute the limiting probabilistic state as t -> infinity, by finding the left nullspace of the tr matrix: solve for p such that p * tr = 0 and normalize p, i.e.0, ||p|| = 1.
Compute the next probabilistic state at t time units in the future.
Compute the next probabilistic state at t time units in the future.
the current state probability vector
compute for time t
Simulate the continuous-time Markov chain, by starting in state i0 and after the state's holding, making a transition to the next state according to the jump matrix.
Simulate the continuous-time Markov chain, by starting in state i0 and after the state's holding, making a transition to the next state according to the jump matrix.
the initial/start state
the end time for the simulation
Convert this continuous-time Markov Chain to s string.
Convert this continuous-time Markov Chain to s string.
This class supports the creation and use of Continuous-Time Markov Chains (CTMC). Note: the transition matrix tr gives the state transition rates off-diagonal. The diagonal elements must equal minus the sum of the rest of their row. Transient solution: Solve the Chapman-Kolmogorov differemtial equations. Equilibrium solution (steady-state): solve for p in p * tr = 0. See: www.math.wustl.edu/~feres/Math450Lect05.pdf