Documentation

Atlas.TheoryOfProbability.code.ErgodicMarkovChain

def StochasticMatrix.toMatrix {M : } (P : StochasticMatrix M) :
Matrix (Fin (M + 1)) (Fin (M + 1))

Underlying matrix of probabilities of a StochasticMatrix.

Instances For

    A finite-state Markov chain (given by its stochastic transition matrix P) is ergodic if some positive power P^n has all strictly positive entries.

    Instances For