Documentation Markov Chains Analysis

The following operations can be performed on Markov Chain models.

  • Transient States – inquires for a number of steps to analyze and determines the sequence of distributions for the given number of steps;
  • Transient Reward – inquires for a number of steps to analyze and determines the sequence of expected rewards for the given number of steps;
  • Transient Matrix – inquires for a number of steps and determines the transition matrix corresponding to the given number of steps;
  • Communicating Classes – determines the equivalence classes of communicating states;
  • Classify Transient Recurrent – classifies all states as either transient or recurrent;
  • Determine Periodicity – determines the (a)periodicity of all the recurrent states;
  • Determine MC Type – determines the type of the Markov Chain, whether it is ergodic, and whether it is a unichain;
  • Hitting Probability – inquires for a state and determines the probability to hit that state from each of the states of the chain;
  • Reward until Hit – inquires for a state and determines the expected reward gained until hitting that state from each of the states of the chain;
  • Hitting Probability Set – inquires for a set of states and determines the probability to hit a state from that set from each of the states of the chain;
  • Reward until Hit Set – inquires for a set of states and determines the expected reward gained until hitting any state from that set from each of the states of the chain;
  • Limiting Matrix – computes the (Cezàro) limiting matrix for the Markov Chain;
  • Limiting Distribution – computes the (Cezàro) limiting distribution for the Markov Chain;
  • Long-run Reward – computes the long-run expected reward for an ergodic Markov Chain or the long-run expected average reward for a non-ergodic Markov Chain.
  • View Transition Diagram – opens a separate view on the transition diagram.