Simulate Continuous-Time Markov Chains

Version 1.0.2 (4,43 KB) von Dana
This code can be used to simulate continuous-time Markov chains
5.0
(2)
442 Downloads
Aktualisiert 15. Jan 2021

Lizenz anzeigen

There are two functions: (1) simCTMC.m is used to simulate jump times and the corresponding states that are jumped to, given a Q-matrix and a desired number of periods. (2) simCTMC_t.m uses the output of simCTMC.m to generate a time series simulation for the states.

Zitieren als

Dana (2025). Simulate Continuous-Time Markov Chains (https://www.mathworks.com/matlabcentral/fileexchange/79649-simulate-continuous-time-markov-chains), MATLAB Central File Exchange. Abgerufen.

Kompatibilität der MATLAB-Version
Erstellt mit R2020a
Kompatibel mit allen Versionen
Plattform-Kompatibilität
Windows macOS Linux
Tags Tags hinzufügen

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Version Veröffentlicht Versionshinweise
1.0.2

Added some additional input verification
1.0.1

Can now set T=Inf to simulate until an absorbing state is reached. Other minor improvements also made.
1.0.0