The MarkovCT class supports the creation and use of Continuous-Time Markov Chains 'CTMC's. 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 differential equations. Equilibrium solution (steady-state): solve for p in p * tr = 0.
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., ||p|| = 1.
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., ||p|| = 1.
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.