{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "# Finite Markov Chains: Examples" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "**Daisuke Oyama**\n", "\n", "*Faculty of Economics, University of Tokyo*\n", "\n", "Julia translation of the [Python version](http://nbviewer.jupyter.org/github/QuantEcon/QuantEcon.notebooks/blob/master/markov_chain_ex01_py.ipynb), translated by **Ryumei Nakada**" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "This notebook demonstrates how to analyze finite-state Markov chains\n", "with the MarkovChain class.\n", "For basic concepts and properties on Markov chains, see\n", "\n", "* [the lecture on finite Markov chains](http://quant-econ.net/jl/finite_markov.html)\n", " in Quantitative Economics.\n", "\n", "For algorithmic issues in detecting reducibility and periodicity of a Markov chain,\n", "see, for example,\n", "\n", "* J. P. Jarvis and D. R. Shier,\n", " \"[Graph-Theoretic Analysis of Finite Markov Chains](http://www.ces.clemson.edu/~shierd/Shier/markov.pdf),\"\n", "\n", "from which we draw some examples below." ] }, { "cell_type": "code", "execution_count": 1, "metadata": { "collapsed": true }, "outputs": [], "source": [ "using Plots\n", "using QuantEcon\n", "using StatsBase" ] }, { "cell_type": "code", "execution_count": 2, "metadata": {}, "outputs": [ { "data": { "text/html": [ "\n", "\n", "