Model
Transition Matrix (row-stochastic)
Initial Distribution
Simulation
400 ms
Analysis
Notes
- Rows must sum to 1. Use Normalize Rows if needed.
- We model a discrete-time Markov chain where \(p_{t+1} = p_t P\).
- If the chain is irreducible and aperiodic, the power method converges to the unique stationary distribution \(\pi\) with \(\pi = \pi P\).
- Absorbing states have a row like [0, 0, ..., 1, ..., 0] with the 1 on the diagonal.
State Graph
Node fill ≈ current probability
Edge thickness ≈ transition probability