Simulation of a homogeneous Markov chain (in discrete time)

Transition probabilities: They determine how the Markov chain to be simulated looks like: The number of states and the transition probabilities have to be entered here.

State function: The states of the Markov chain will be displayed here. The relative frequencies for each state can be read from the histogram below.

Markov graph: The graph is displayed, the numbers on the edges give the transition probability; the numbers at the nodes are the chances to remain in the node. The current state in the current simulation step is highlighted, as well as the last-used edge. The relative frequency of the states are represented by the brightness levels.

Matrix of the transition probabilities pi,j

Matrix ausfüllen:
Number of states:

Simulation

State in function of time

Relative frequencies