markov

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I have just finished reviewing the 2nd edition for my Markov Chains book. This for programmers who want Markov chains explained through code, not proofs. You build chains as matrices and solve them in C: power method, steady state for DTMCs/CTMCs, simulation to check the numbers. 2nd edition just out: errata fixed, new material on uniformised/embedded DTMCs, and the code now has tests and CI. Repo has the PDF (CC BY), C solutions (GPLv3), and ~14 models (Land of Oz, mouse maze, a Shakespeare sonnet...) also in PRISM, MATLAB and Excel. Errata and feedback welcome.

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   2026年10月15日 · 1 次收录