ContinuousMarkovProcess

ContinuousMarkovProcess[i0, q] represents a continuous-time finite-state Markov process with transition rate matrix q and initial state i0.

ContinuousMarkovProcess[p0, q] represents a Markov process with initial state probability vector p0.

ContinuousMarkovProcess[..., m, μ] represents a Markov process with transition matrix m and transition rates μ.

ContinuousMarkovProcess[..., g] represents a Markov process with transition rate matrix from the graph g.

Examples

Two-state continuous Markov process:

proc = ContinuousMarkovProcess[1, {{-1, 1}, {2, -2}}];
RandomFunction[proc, {0, 10}]

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