Utility to solve Markov chains.
Project description
Markov Solver
Utility to solve Markov Chains.
Requirements
- Python 3.6+
Install
Install the package, running:
pip install markov-solver
Usage
Chain with constant transition rates
Let us image that we want to solve the following Markov chain:
We should create a YAML file that defines the chain:
chain:
- from: "Sunny"
to: "Sunny"
value: "0.9"
- from: "Sunny"
to: "Rainy"
value: "0.1"
- from: "Rainy"
to: "Rainy"
value: "0.5"
- from: "Rainy"
to: "Sunny"
value: "0.5"
Then, running the following command:
markov-solver solve --definition [PATH_TO_DEFINITION_FILE]
We obtain the following result:
===============================================================
MARKOV CHAIN SOLUTION
===============================================================
states probability
Rainy.........................................0.166666666666667
Sunny.........................................0.833333333333333
Chain with symbolic transition rates
Let us image that we want to solve the following Markov chain:
We should create a YAML file that defines the chain:
symbols:
lambda: 1.5
mu: 2.0
chain:
- from: "0"
to: "1"
value: "lambda"
- from: "1"
to: "2"
value: "lambda"
- from: "2"
to: "3"
value: "lambda"
- from: "3"
to: "2"
value: "3*mu"
- from: "2"
to: "1"
value: "2*mu"
- from: "1"
to: "0"
value: "mu"
Then, running the following command:
markov-solver solve --definition [PATH_TO_DEFINITION_FILE]
We obtain the following result:
===============================================================
MARKOV CHAIN SOLUTION
===============================================================
states probability
0.............................................0.475836431226766
1.............................................0.356877323420074
2.............................................0.133828996282528
3............................................0.0334572490706320
Authors
Giacomo Marciani, mgiacomo@amazon.com
References
- "Discrete-Event Simulation", 2006, L.M. Leemis, S.K. Park
- "Performance Modeling and Design of Computer Systems, 2013, M. Harchol-Balter
License
The project is released under the MIT License.
Project details
Release history Release notifications | RSS feed
Download files
Download the file for your platform. If you're not sure which to choose, learn more about installing packages.
Source Distribution
markov-solver-1.0.0.tar.gz
(11.8 kB
view hashes)
Built Distribution
Close
Hashes for markov_solver-1.0.0-py3-none-any.whl
Algorithm | Hash digest | |
---|---|---|
SHA256 | 13a644fedb17040f3fe3b2f2f47ba9d457999419cfbf8f7107964907ae459814 |
|
MD5 | 066aa723686577aafa60ef6a01f31c22 |
|
BLAKE2b-256 | e2655d148eded9a0889a6ecbb54772d8cda96e2fe845ee5b00bbc2d6e44d2202 |