16 #ifndef HOMOGENEOUSMULTIDRANDOMWALK_H
17 #define HOMOGENEOUSMULTIDRANDOMWALK_H
19 #include "markovChain.h"
20 #include "Distribution/discreteDistribution.h"
90 #endif // HOMOGENEOUSMULTIDRANDOMWALK_H
Markov Chain class.
Definition: markovChain.h:42
double * _q
the probability to jump to the left
Definition: homogeneousMultiDRandomWalk.h:40
double _r
r = 1 - sum_i( p_i + q_i ) is the proba of staying in the same state
Definition: homogeneousMultiDRandomWalk.h:41
~homogeneousMultiDRandomWalk()
Standard destructor.
Definition: homogeneousMultiDRandomWalk.cpp:93
discreteDistribution * stationaryDistribution()
Computes the stationary distribution of the chain. These Markov chains have a product-form stationary...
Definition: homogeneousMultiDRandomWalk.cpp:126
string format()
Utility to get _format.
Definition: markovChain.h:210
double * _stateSpace
representation of the state space when finite
Definition: homogeneousMultiDRandomWalk.h:37
double * _p
the probability to jump to the right
Definition: homogeneousMultiDRandomWalk.h:39
void makeMarkovChain()
Instantiation of the generator for the markovChain ancestor Works only for dimension 2...
Definition: homogeneousMultiDRandomWalk.cpp:105
int * _dimSize
size of the state space in each dimension
Definition: homogeneousMultiDRandomWalk.h:38
homogeneousMultiDRandomWalk(int nbDims, int *sz, double *p, double *q)
Constructor for the class. The initial state is set arbitrarily to (0,...,0).
Definition: homogeneousMultiDRandomWalk.cpp:56
The general d-dimensional random walk with homogeneous transition probabilities. This model is charac...
Definition: homogeneousMultiDRandomWalk.h:32
int * simulateHittingTime(int iState, bool *hittingSet, int nbSamples, int tMax)
Obtain samples of hitting times through Monte Carlo simulation. A trajectory is simulated until it hi...
Definition: homogeneousMultiDRandomWalk.cpp:177
The general discrete distribution with finite support.
Definition: discreteDistribution.h:25
void write(string format)
General output procedure for this class of Markov chains.
Definition: homogeneousMultiDRandomWalk.cpp:223
int _nbDims
number of dimensions of the grid
Definition: homogeneousMultiDRandomWalk.h:36