Package jline.api.mc

Class Dtmc_uniformizationKt

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    • Method Summary

      Modifier and Type Method Description
      final static DtmcUniformizationResult dtmc_uniformization(Matrix pi0, Matrix P, Double t, Double tol, Integer maxiter) Compute the transient probability distribution of a DTMC using uniformization.

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        clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

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      • dtmc_uniformization

         final static DtmcUniformizationResult dtmc_uniformization(Matrix pi0, Matrix P, Double t, Double tol, Integer maxiter)

        Compute the transient probability distribution of a DTMC using uniformization.

        This method converts the DTMC transition matrix to a CTMC infinitesimal generator and then applies the CTMC uniformization algorithm.

        Parameters:
        pi0 - Initial state probability vector of the DTMC
        P - Transition matrix of the DTMC
        t - Time point for transient analysis (default: 10000.
        tol - Tolerance for convergence (default: 1e-12)
        maxiter - Maximum number of iterations (default: 100)
        Returns:

        DtmcUniformizationResult containing the probability vector at time t and maximum iterations used