SURVO MM Help System (web edition)

Generating Markov chains of order 1,2,3,...

When the matrix of transition probabilities is given as a Survo matrix file,
samples of the chain may be generated

either by the MARKOV command of the form
MARKOV L1,L2 BY P
where P is the transition matrix and L1 is the first line and L2 the
last line for the generated sequence (see example on the next page)

or by a special form of the TRANSFORM operation (see MARKOVD?).

The following tutorial shows more examples:
/MARKOV-DEMO2

Generating a Markov chain of order 3 with two states A,B:
MATRIX P82
///   A    B
AAA   0    1
AAB   0.5  0.5
ABA   0.3  0.7
ABB   0.9  0.1
BAA   0    1
BAB   0.5  0.5
BBA   0.2  0.8
BBB   0.1  0.9

MAT SAVE P82 / Saving the matrix of transition probabilities
MARKOV CUR+1,CUR+5 BY P82 / Generate a sample to next 5 lines!
BABABABABBAABBABABBABBABABAABBBBBBBBBBBBBBBBBBBBBBBBBBBBBABAABBAABABBAA
BBABBABBABAABBABBABBABABBAABABBABABAABBABBABABABABAABABAABABABABABABBBB
BBBBBBAABABABBABAABBABAABBAABBAABABBABBABABABBBBBBBBBBBBABBABAABAABBABB
BBBBBBBBBBBBABBAABABBABBAABBABABABAABBABABABABBABBABAABBAABAABAABABABAA
BABBABBAABBABBABABBAABBABBABBABABABAABABBABABBABBABBABAABAABAABBABBABBA

   H = More information on Markov chains of higher order 


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