I have a state transition probability matrix and a state probability vector(adsbygoogle = window.adsbygoogle || []).push({});

[0.9 0.1; 0.1 0.9] & [0.4 0.6] respectively.

Now, I want to generate the states of 1 and 0 according to this. say 100 state sequence.

Any sort of help would be appreciated.

Thanks.

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# Two state markov chain model

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