Simulation Markov Chain.

hello,

i want to to know how can i write a programm to compute a realization of a MC for a given stochastic matrix(9x9) and initial distribution P[X0 =0] for five realizations of length 20 for example.

Thank you so much !

Answer 1

[Andreas Bernatzky]

May it helps:

https://de.mathworks.com/help/econ/dtmc.html

https://de.mathworks.com/help/econ/markov-chain-models.html