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bmp_sq


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How to generate 100 sample points of a 3-state Markov chain with initial prob vector and transition probability matrix using inverse transform method on matlab.
P = [0.3 0.1 0.1; 0.3 0.9 0.1; 0.4 0 0.8]; % Transition Matrix P0 = [0.1 0.9 0]; %initial probability Vector Then I ...

8 years ago | 1 answer | 0

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