3
votes
2answers
84 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
96 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
0answers
171 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 ...