I have a state transition probability matrix and a state probability vector

[0.9 0.1; 0.1 0.9] & [0.4 0.6] respectively.

Now, I want to generate the states according to this. say 100 state sequence.

Any sort of help would be appreciated.

Thanks.

Printable View

- July 1st 2011, 03:08 PMlemontree45Markov model state generation
I have a state transition probability matrix and a state probability vector

[0.9 0.1; 0.1 0.9] & [0.4 0.6] respectively.

Now, I want to generate the states according to this. say 100 state sequence.

Any sort of help would be appreciated.

Thanks. - July 1st 2011, 07:39 PMIsomorphismRe: Markov model state generation
- July 2nd 2011, 12:15 AMlemontree45Re: Markov model state generation
Thank you for the response.

Yes.I am looking for the matlab code to generate the sequence.