Struct MarkovChain 

pub struct MarkovChain {
    pub states: usize,
    pub transition: Vec<Vec<f64>>,
}

Discrete-time, finite-state Markov chain with mixing time estimation.

Fields

states: usize

Number of states.

transition: Vec<Vec<f64>>

Row-stochastic transition matrix: transition[i][j] = P(i → j).

Implementations

impl MarkovChain

pub fn new(transition: Vec<Vec<f64>>) -> Self

Creates a new MarkovChain from a row-stochastic transition matrix.

pub fn stationary_distribution(&self) -> Vec<f64>

Computes the stationary distribution via power iteration.

Returns a distribution π such that π P = π.

pub fn mixing_time(&self, epsilon: f64) -> usize

Estimates the ε-mixing time: smallest t such that max_i d_TV(P^t(i, ·), π) ≤ ε.

pub fn is_ergodic(&self) -> bool

Checks whether the chain is ergodic (all states communicate).