Plot multiple realizations of a Makrov chain in the same plot

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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)

Answers (1)

Naman Chaturvedi
Naman Chaturvedi on 24 Sep 2018

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