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Markov Process Applet

Very nice Java applet for Markov Process simulations

Average: 3.7 (3 votes)
David Kofke
Douglas Meade
University at Buffalo
David Kofke
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Anonymous's picture

The user inputs a \(3\times3\) transition matrix for a Markov chain along with the initial state of the chain. The user can then simulate steps of the chain one at a time and watch its progress on a set of radio buttons, or can take a large number of steps. The applet produces a histogram displaying the realtive frequency of each state in the simulation the user has done, thus demonstrating the convergence behavior of the chain. This applet can be used to show various properties of finte-state Markov chains; it would be useful to have powers of the transition matrix displayed as well to connect those powers with \(k\)-step transition probabilities.
meade's picture

Nice Java applet for computing iterations for a Markov process. Relatively simple and straightfoward.