 chutes | chutes.m sets up and displays various matrices relating to Chutes and Ladders |
| chutesladders | chutes.m sets up and displays various matrices relating to Chutes and Ladders |
| disc_arrival | disc_arrival.m simulates times of successes in a discrete-time arrival process |
| example5_3_23 | example5_3_23.m |
| gambler | gambler.m sets up the transition matrix for Gambler's wealth. |
| gambler_visits | gambler_visits.m displays the expected number of visits to transient states matrix S and the probability of hitting matrix F |
| hitting | hitting.m displays the distribution of the first hitting time of state j |
| manypoisson | manypoisson.m generates many outcomes of the Poisson process using poisson.m |
| manypoissonunif | manypoissonunif.m generates many outcomes of a Poisson number of iid uniform variables |
| manyuniform | manyuniform.m generates many outcomes of iid uniform variables |
| poisson | poisson.m simulates a homogeneous Poisson process |
| potential | potential.m computes the expected number of visits to j starting at i. It infers locations where R(i,j) should be infinity by checking whether P^5000 has entries significantly larger than 0. If so, R(i,j) is set to infinity. |
| rando | rando.m generates a random variable in {1, 2, ..., n} given a distribution vector. |
| remaining | remaining.m computes and graphs the remaining lifetime distribution |
| renewal | renewal.m computes and graphs the renewal function for Uniform(0,1) |
| renewal2 | renewal2.m computes and graphs the renewal function for discrete |
| ruin | %%%%%%%%%%%%%%% Gambler's ruin computations %%%%%%%%%%%%%%%% |
| showmatrix | showmatrix.m displays a matrix, no matter how wide it is. It can be edited to change the number of decimal places shown. |
| simulate_chain | simulate_chain.m simulates a Markov chain on {1, 2, ..., n} given an |
| slot_machine | slot_machine.m generates several outcomes of wealth while playing a hypothetical slot machine |
| system1 | system1.m sets up the transition matrix for a simple system with an absorbing state, calculates powers of the transition matrix, and shows simulations of the chain |
| system2 | system2.m sets up the transition matrix for a simple system with no absorbing state, calculates powers of the transition matrix, and shows simulations of the chain |
| uniform | uniform.m plots a given number of iid uniform variables |
Master index