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0answers
44 views

What do the default shapes/colors in DiscreteMarkovProcess Graph mean?

In making markov chains, I know how to do that, but I am curious as to what the different colors, and shapes of the vertexes in the graph output mean. as example; ...
1
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0answers
19 views

Fit a custom process to a data: inhomogeneous 2-state Markov chain

I would like to fit a custom process - a time inhomogeneous 2-state Markov chain, to data. The time inhomogeneity is a result of the transition probabilities varying sinusoidally through time with a ...
2
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1answer
64 views

Time inhomogeneous Markov Chain in Mathematica

I would like to create a discrete 2-state Markov process, where the switching probabilities in the transition matrix vary with time. I can currently do the following, which creates a process with ...
0
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1answer
163 views

Code efficiency improvement needed solving problem 499 in Project Euler

I am trying to solve https://projecteuler.net/problem=499 by constructing a transition matrix and finding its steady state. Here is my code: ...
2
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3answers
126 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: ...
1
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1answer
121 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 ...
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1answer
149 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 ...
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0answers
122 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
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2answers
125 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
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1answer
100 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
320 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
60 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
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1answer
100 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
100 views

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

I have a simple Markov process defined with ...
2
votes
1answer
169 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
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1answer
111 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. ...
5
votes
1answer
140 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
109 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
137 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
272 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
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1answer
120 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
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0answers
201 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 ...