20.4.24  Markov chains

The markov command finds characteristic features of a Markov chain.

• markov takes M, a transition matrix for a Markov process.
• markov(M) returns a sequence consisting of
  • the list of the positive recurrent states.
  • the list of corresponding invariant probabilities.
  • the list of other strong connected components.
  • the list of probabilities of ending up in the sequence of recurrent states.

Example