Plot multiple realizations of a Makrov chain in the same plot

Question

Håvard Rivedal 2018-9-21

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/420152-plot-multiple-realizations-of-a-makrov-chain-in-the-same-plot

回答： Naman Chaturvedi 2018-9-24

I would like to plot 25 realizations of a stochastic (Makrov Chain) process in one plot.

I have the code for one realization:

n = 50;     
q = 1:1:50; 
S0 = [0.99 0.01];            % Initial state distribution matrix
P = [0.95 0.05 ; 0.00 1.00]; % Transition probability matrix
array = [];
for i = 1:n
    A = P^i;
    y = S0.*A;
    array = [array,y(1)];
end
disp(array)
plot(q,array)