How to simulate 2nd order markov chain (if poss. Nth order) in MATLAB

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SUMMARY

This discussion focuses on simulating Nth order Markov chains, specifically 2nd and 3rd order, using MATLAB. The user explicitly requests methods to achieve this without resorting to hidden Markov models. The conversation emphasizes the need for practical implementations in MATLAB, highlighting the importance of understanding the underlying mechanics of Markov chains for accurate simulations.

PREREQUISITES
  • Understanding of Markov chain theory
  • Familiarity with MATLAB programming
  • Knowledge of probability and stochastic processes
  • Experience with matrix operations in MATLAB
NEXT STEPS
  • Research MATLAB functions for matrix manipulation
  • Explore the implementation of Markov chains in MATLAB
  • Learn about transition matrices for higher-order Markov chains
  • Investigate examples of 2nd and 3rd order Markov chain simulations in MATLAB
USEFUL FOR

Data scientists, statisticians, and MATLAB users interested in simulating Markov processes, particularly those looking to implement higher-order Markov chains for various applications.

dexterdev
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Hi PF,
I would like to simulate N th order markov chain (not by means of hidden markov models, but ordinary markov chain) using Matlab. If n-th order is a heavy thing atleast 2nd or 3rd order will do.

TIA
 
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