markov

Generate a Markov chain in Python using an object's attribute as state

Generate a Markov chain in Python using an object's attribute as state Question: Suppose I have several different states in the form of an Enum: class State(Enum): State1 = 1 State2 = 2 State3 = 3 I define transition probabilities between the states: transition_probabilities = [ [0.8, 0.1, 0.1], [0.2, 0.5, 0.3], [0.3, 0.3, 0.4] …

Total answers: 1

Steady State Probabilities (Markov Chain) Python Implementation

Steady State Probabilities (Markov Chain) Python Implementation Question: Hi I am trying to generate steady state probabilities for a transition probability matrix. Here is the code I am using: import numpy as np one_step_transition = np.array([[0.125 , 0.42857143, 0.75 ], [0.75 , 0.14285714, 0.25 ], [0.125 , 0.42857143, 0. ]]) def steady_state_prop(p): dim = p.shape[0] …

Total answers: 2