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Tagged with transition-matrix python
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How to generate a realization from a transition matrix?
Consider a Markov chain of 4 states described by the transition matrix,
$$
T_{ij} =
\begin{bmatrix}
0.40 & 0.56 & 0.03 & 0.01\\
0.45 & 0.51 & 0.04 & 0.00\\
0.25 & 0.25 &...
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