https://github.com/a1exxd0/finitemarkovchains

https://github.com/a1exxd0/finitemarkovchains

Last synced: 24 days ago
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• Host: GitHub
• URL: https://github.com/a1exxd0/finitemarkovchains
• Owner: a1exxd0
• Created: 2024-01-15T15:42:31.000Z (about 1 year ago)
• Default Branch: main
• Last Pushed: 2024-01-27T22:18:58.000Z (almost 1 year ago)
• Last Synced: 2024-01-28T17:28:37.679Z (12 months ago)
• Language: C++
• Size: 5.81 MB
• Stars: 0
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

        
# Introduction

Finite state space-based calculator for probabilities of certain transitions in a Markov chain.

## What it does currently

So far takes in hard-coded values for state space and transition matrix and calculates eigenvalues appropriately.

Now can solve for the probability of a state transition in any number of steps for a 3x3 matrix. Adjust transition matrix in 'inputs.cpp' accordingly.

To change number of steps, go into main.cpp and update 'int steps =' to a number of your choosing!

## Details: implementations and upcoming

Looking to have a system where I can calculate the probability of a particular state change in 'n' steps.

I will likely write a smaller version first that works for 3x3 transition matrices, and then move to automation after understanding the mathematics more as I reach completion.

Also will look at extensions, like expected time to enter an absorbing state, or subset of states, etc.

# Final notes

Happy messing!