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9.4.25  Generating a random walks: randmarkov

The randmarkov command generates random walks or creates stochastic matrices.

To generate a random walk:


Example.
Input:

randmarkov([[0,1/2,0,1/2],[0,1,0,0],[1/4,1/4,1/4,1/4],[0,0,1/2,1/2]],2,10)

Output (for example):


2,3,2,0,3,2,2,0,3,2,0


To create a stochastic matrix:


Example.
Input:

randmarkov([1,2],2)

Output (for example):







1.00.00.00.00.0
0.00.2890319752090.7109680247910.00.0
0.00.462303832890.537696167110.00.0
0.2592622381370.1499488619460.1434481505240.2421327588020.205207990592
0.2315686337490.1454295863450.1556646737780.2825565118950.184780594232







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