Introduction to Probability · Problem 11.1.15

Markov Chains — Grinstead & Snell

Mathematics — Probability · markov-chains-introduction

Problem

Write a program to simulate the outcomes of a Markov chain after nn steps, given the initial starting state and the transition matrix P\mathbf{P} as data (see Example 11.12). Keep this program for use in later problems.

Related theory

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