Copyright 2022-23 by Moti Ben-Ari.
This work is licensed under Attribution-ShareAlike 4.0 International. To view a copy of this license, visit http://creativecommons.org/licenses/by-sa/4.0/.
This repository contain simulations of Markov chains: gambler's ruin, one-, two- and three-dimensional random walk, random walk in a circle, the Ehrenfest model, the two-state process, traversing a maze (average number of returns and stationary distribution), and branching processes (mean population and extinction probability).
The primary source is Nicolas Privault, Understanding Markov Chains: Examples and Applications, Second Edition, Springer, 2018.