Struct MarkovChain 

pub struct MarkovChain {
    pub transition: Vec<Vec<f64>>,
    pub n_states: usize,
    /* private fields */
}

Discrete-time finite Markov chain.

Stores the transition matrix P where P[i][j] = P(X_{n+1} = j | X_n = i).

Fields

transition: Vec<Vec<f64>>

Transition matrix (n_states x n_states), row-major.

n_states: usize

Number of states.

Implementations

impl MarkovChain

pub fn new(transition: Vec<Vec<f64>>, seed: u64) -> Self

Creates a new Markov chain from a transition matrix.

Rows must sum to 1 (stochastic matrix).

pub fn simulate(&self, start_state: usize, n_steps: usize) -> Vec<usize>

Simulate a trajectory of length n_steps starting from start_state.

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

Compute stationary distribution by power iteration.

Returns pi such that pi * P = pi with sum(pi) = 1.

pub fn hitting_time( &self, start_state: usize, target_state: usize, n_samples: usize, ) -> f64

Estimate expected hitting time to target_state from start_state by simulation.

pub fn n_step_matrix(&self, n: usize) -> Vec<Vec<f64>>

Return the n-step transition matrix P^n.