how to simulate markov chain
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Hello;
Could you please help me about simulating a Markov Chain? I have a transition probability matrix 5x5 and I'd like to simulate with the initial state as 4.
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Answers (1)
Roger Stafford
on 23 Dec 2014
If T is the 5 x 5 transition probability matrix, to find the n-th state, do this:
xn = T^n*[0;0;0;1;0];
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