Create discrete-time Markov chain
dtmc
creates a discrete-time, finite-state,
time-homogeneous Markov chain from a specified state transition matrix.
After creating a dtmc
object, you can analyze the structure and
evolution of the Markov chain, and visualize the Markov chain in various ways, by using
the object
functions.
mc = dtmc(P)
mc = dtmc(P,'StateNames',stateNames)
creates the discrete-time Markov chain object mc
= dtmc(P
)mc
specified
by the state transition matrix P
.
optionally associates the names mc
= dtmc(P
,'StateNames'
,stateNames)stateNames
to the
states.
You also can create a Markov chain object using mcmix
.
[1] Gallager, R.G. Stochastic Processes: Theory for Applications. Cambridge, UK: Cambridge University Press, 2013.
[2] Haggstrom, O. Finite Markov Chains and Algorithmic Applications. Cambridge, UK: Cambridge University Press, 2002.
[3] Hamilton, J. D. Time Series Analysis. Princeton, NJ: Princeton University Press, 1994.
[4] Norris, J. R. Markov Chains. Cambridge, UK: Cambridge University Press, 1997.