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first hitting time python
“first hitting time python” Code Answer
first hitting time python
python by
Magnificent Mole
on Jul 09 2020
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from numpy import * hit_idx = (0,4) # Define a graph by edge list edges = [[0,1],[1,2],[2,3],[2,4]] # Create adj. matrix A = zeros((5,5)) A[zip(*edges)] = 1 # Undirected condition A += A.T # Make the final state an absorbing condition A[hit_idx[1],:] = 0 A[hit_idx[1],hit_idx[1]] = 1 # Make a proper Markov matrix by row normalizing A = (A.T/A.sum(axis=1)).T B = A.copy() Z = [] for n in xrange(100): Z.append( B[hit_idx] ) B = dot(B,A) from pylab import * plot(Z) xlabel("steps") ylabel("hit probability") show()
Source:
stackoverflow.com
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