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Thread Subject:
Finite State Space Markov Chain

Subject: Finite State Space Markov Chain

From: Vevek Selvaraj

Date: 13 May, 2013 13:50:26

Message: 1 of 2

Hi,

I have state transition probability matrix for state K=8,

trans =

    0.9245 0.0755 0 0 0 0 0 0
    0.0176 0.9399 0.0425 0 0 0 0 0
         0 0.0290 0.9263 0.0447 0 0 0 0
         0 0 0.0465 0.9228 0.0307 0 0 0
         0 0 0 0.0731 0.8979 0.0290 0 0
         0 0 0 0 0.0907 0.8857 0.0236 0
         0 0 0 0 0 0.1080 0.8750 0.0170
         0 0 0 0 0 0 0.1250 0.8750

I need to generate time vector/time series from the transition matrix using Matlab. Can you suggest me on how to generate the time series from this state transition probability matrix in Matlab.

Subject: Finite State Space Markov Chain

From: Bruno Luong

Date: 13 May, 2013 15:18:08

Message: 2 of 2

Vevek Selvaraj <vevek79@gmail.com> wrote in message <025076f4-50fd-4534-b739-390cfca1f034@googlegroups.com>...
> Hi,
>
> I have state transition probability matrix for state K=8,
>
> trans =
>
> 0.9245 0.0755 0 0 0 0 0 0
> 0.0176 0.9399 0.0425 0 0 0 0 0
> 0 0.0290 0.9263 0.0447 0 0 0 0
> 0 0 0.0465 0.9228 0.0307 0 0 0
> 0 0 0 0.0731 0.8979 0.0290 0 0
> 0 0 0 0 0.0907 0.8857 0.0236 0
> 0 0 0 0 0 0.1080 0.8750 0.0170
> 0 0 0 0 0 0 0.1250 0.8750
>
> I need to generate time vector/time series from the transition matrix using Matlab. Can you suggest me on how to generate the time series from this state transition probability matrix in Matlab.

See my post #4
http://www.mathworks.fr/matlabcentral/newsreader/view_thread/322373

% Bruno

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