Simulate Continuous-Time Markov Chains

版本 1.0.2 (4.4 KB) 作者: Dana
This code can be used to simulate continuous-time Markov chains
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更新时间 2021/1/15

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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.

引用格式

Dana (2024). Simulate Continuous-Time Markov Chains (https://www.mathworks.com/matlabcentral/fileexchange/79649-simulate-continuous-time-markov-chains), MATLAB Central File Exchange. 检索来源 .

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版本 已发布 发行说明
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