Simulate Continuous-Time Markov Chains

Version 1.0.2 (4.43 KB) by Dana
This code can be used to simulate continuous-time Markov chains
406 Downloads
Updated 15 Jan 2021

View License

There are two functions: (1) simCTMC.m is used to simulate jump times and the corresponding states that are jumped to, given a Q-matrix and a desired number of periods. (2) simCTMC_t.m uses the output of simCTMC.m to generate a time series simulation for the states.

Cite As

Dana (2024). Simulate Continuous-Time Markov Chains (https://www.mathworks.com/matlabcentral/fileexchange/79649-simulate-continuous-time-markov-chains), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2020a
Compatible with any release
Platform Compatibility
Windows macOS Linux
Tags Add Tags

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!
Version Published Release Notes
1.0.2

Added some additional input verification

1.0.1

Can now set T=Inf to simulate until an absorbing state is reached. Other minor improvements also made.

1.0.0