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system2

PURPOSE

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

SYNOPSIS

This is a script file.

DESCRIPTION

 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

CROSS-REFERENCE INFORMATION

This function calls:

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

This function is called by:

SOURCE CODE

0001 % 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
0002 
0003 P=zeros(7,7);
0004 P(1,2)=1;
0005 for i=2:6,
0006   P(i,i-1) = 0.5;
0007   P(i,i+1) = 0.5;
0008 end;
0009 P(7,3)=1;
0010 
0011 showmatrix(P);
0012 showmatrix(P^2);
0013 showmatrix(P^10);
0014 showmatrix(P^100);
0015 showmatrix(P^250);
0016 
0017 mu=[0 1 0 0 0 0 0];  % initial distribution
0018 
0019 simulate_chain;