Tagged Questions

The tag has no wiki summary.

learn more… | top users | synonyms

2
votes
3answers
115 views

Problem with a Markov's Matrix

I recently discovered the Markov process. To simplify my work, I use the following code taken from the DiscreteMarkovProcess documentation: ...
0
votes
1answer
81 views

Where can I find a good tutorial for stochastic modeling using Mathematica?

I am a newbie in Mathematica and I aim to use Mathematica mostly for stochastic modeling (to develop and analyze models in evolutionary biology). Note that I am not necessarily a great mathematician ...
0
votes
1answer
125 views

My Baum-Welch algorithm is very slow. Is it due to Mathematica?

I've also posted this question here, since I'm not sure which community is more adequate for this type of question. I've programmed imperatively the Baum-Welch algorithm for a 2 state hidden Markov ...
0
votes
0answers
82 views

Calculate the power spectral density of a Markov chain

I would like to calculate the symbolic power spectral density of a two state Markov process with a symbolic transition matrix characterised by two parameters. I have tried the below, but it doesn't ...
3
votes
2answers
95 views

Expectation of a composite Markov-Gamma distribution

In a model I have a discrete two-state first order Markov process, defined by a (2x2) transition matrix with two free parameters. If the first state occurs then the process outputs zero for that ...
6
votes
1answer
99 views

Why am I getting wildly incorrect results from FirstPassageTimeDistribution with inexact transition matrix?

Working on some large systems using DiscreteMarkovProcess, I changed the transition matrix to machine precision vs using exact values, which sped things up handily. ...
3
votes
1answer
318 views

State “i” goes to state “j”

I would like to have a code that given a state "i" in S, it give the set of states "j" which are accessible from "i". Is that possible in mathematica? My state space (S) is ...
0
votes
1answer
55 views

Transition matrix of order n [closed]

I am doing a work about Markov Chains and I have as task to determine, either by induction or by spectral methods, the form of the higher order transition matrix of the model. My transition matrix ...
2
votes
1answer
86 views

Arranging “ranked” nodes of a graph symmetrically

I have Markov chains with a pair of absorbing states taken from the $n$-length strings formed from {"H","T"} for n at least 3 ...
2
votes
2answers
91 views

How do I change the initial state of a discrete Markov process?

I have a simple Markov process defined with ...
1
vote
1answer
132 views

How do I show the transition probabilities in a graph of a Markov process?

How do I get Graph to display the transition probabilities for a Markov process as labels on the graph's edges? The information is clearly present in the graph, but ...
0
votes
1answer
98 views

Multiple Simulations of a Markov Chain

I am trying to create a simple series of Bernoulli bits whose probabilities follow a two-state Markov chain. ...
4
votes
1answer
118 views

How to impose control over vertex-to-vertex Graph edges?

I’m working on a Markov Chain and hope there is a way to impose control over how Mathematica places edges to connect vertices in a Graph. My Markov Chain currently consists of 4 vertices with 2 of the ...
3
votes
0answers
95 views

random Poisson process over multiple variables (state vector) for chemical kinetics

Has anyone figured out how to coerce ContinuousMarkovProcess to work with a state vector, transition matrix, and rate (propensity) vector, and RandomFunction to return pairs of state vector and time, ...
1
vote
1answer
123 views

How to obtain the number of Markov Chain transitions in a simulation?

I would like to obtain the number of transitions from each state in a Markov Chain simulation to other states, including back to itself so I can compare the simulation results to the transition ...
3
votes
1answer
253 views

Nicely illustrating the evolution and end-state of a discrete-time Markov chain

I'm simulating a discrete time Markov process on a finite state space corresponding to a linear interval $(x_1, x_2, ..., x_N) \in X$, where each time step $t_i$ involves updating the state of some ...
1
vote
1answer
114 views

Defining a function of a distribution

I have a discrete- time and space markov process that I want to evolve given an initial distribution. To that, I defined ...
3
votes
0answers
189 views

Markov Chain for combined events?

I was wondering how to apply Markov steady-state chains to a simple case in genetics, eye colour. Assuming the probabilities of being brown, green or blue eyed, given your parents were a certain ...