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Markov chains: discrete-time and continuous-time.
Provides transition matrix operations, stationary distribution computation via power iteration, ergodicity/irreducibility checks, mean first passage times, and a glyph-based renderer.
Structsยง
- Continuous
Time Markov - Continuous-time Markov chain defined by a generator matrix Q. Q[i][j] >= 0 for i != j, Q[i][i] = -sum_{j!=i} Q[i][j].
- Markov
Chain - Discrete-time Markov chain with a finite state space.
- Markov
Chain Renderer - Render Markov chain states as nodes and transitions as weighted edges.