MATLAB codes for Markov chains from wustl University, department of Math .
|19 Sep 2012||Youssef KHMOU||
Matlab Listing for Markov chains contains code for :
1. finding communicatin classes in stochastic matrix P.
3. finding G.C.D by Euclidian algorithm
4. calculating the period d of Markov chain :
5. givin the first passage time matrix H
6. computing the stationary probability distribution