Markov chains: markov

### 8.4.24 Markov chains: markov

The markov command finds characteristic features of a Markov chain.

- markov takes one argument:
  M, a transition matrix for a Markov process.
- markov(M) returns a sequence consisting of
  - the list of the positive recurrent states.
  - the list of corresponding invariant probabilities.
  - the list of other strong connected components.
  - the list of probabilities of ending up in the sequence of recurrent states.

#### Example

Input:

markov([[0,0,1/2,0,1/2],[0,0,1,0,0],[1/4,1/4,0,1/4,1/4],[0,0,1/2,0,1/2],[0,0,0,0,1]])

Output:

⎡ ⎣ |
4
| ⎤ ⎦ | , | ⎡ ⎣ |
0 | 0 | 0 | 0 | 1
| ⎤ ⎦ | , | ⎡ ⎣ |
3 | 1 | 2 | 0
| ⎤ ⎦ | , | ⎡ ⎢ ⎢ ⎢ ⎢ ⎢ ⎣ |
1
1
1
1
1
| ⎤ ⎥ ⎥ ⎥ ⎥ ⎥ ⎦