Simulate a continuous Markov chain
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Can anyone help me with the code to simulate a continuous time Markov chain? I know how to simulate a discrete time Markov chain and it takes me a while. However, I could not figure out how to write code for a continuous time Markov chain. I appreciate any helps from you. Thank you in advance
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Amit
2015-2-13
you need to post a little more detail regarding your problem!
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