twostate - function absorbing(Q, R) % % This is a MATLAB...

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function absorbing(Q, R) % % This is a MATLAB function that calculates important characteristics % of an absorbing Markov chain. % % The full Markov chain transition matrix P is assumed to be (k+m) by (k+m). % The first k states are absorbing states; the last m states are % transient states. % The matrix P is divided into 4 submatrices: k by k, k by m, m by k and m by m. % The upper left submatrix is a k by k identity matrix (1's on the diagonal; % 0's elsewhere). % The upper right submatrix is a k by m matrix of all 0's. % The lower left submatrix is an m by k matrix R. % The lower right submatrix is an m by m matrix Q. % We input the matrices Q and R as data to the function. % The matrix Q gives the transition probabilities among the m transient states. % The matrix R gives the one-step transition probabilities from the m % transient states to the k absorbing states. % % Given the absorbing Markov chain characterized by the two matrices Q and R, % we calculate three matrices describing the behavior of the Markov chain.
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This note was uploaded on 01/16/2012 for the course IEOR 4106 taught by Professor Whitward during the Spring '11 term at Columbia College.

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twostate - function absorbing(Q, R) % % This is a MATLAB...

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