genmarkov ========= generates random markov matrix with recurrent and transient classes Calling Sequence ~~~~~~~~~~~~~~~~ :: M=genmarkov(rec,tr) M=genmarkov(rec,tr,flag) Arguments ~~~~~~~~~ :rec integer row vector (its dimension is the number of recurrent classes). : :tr integer (number of transient states) : :M real Markov matrix. Sum of entries in each row should add to one. : :flag string `'perm'`. If given, a random permutation of the states is done. : Description ~~~~~~~~~~~ Returns in M a random Markov transition probability matrix with `size(rec,1)` recurrent classes with `rec(1),...rec($)` entries respectively and tr transient states. Examples ~~~~~~~~ :: //P has two recurrent classes (with 2 and 1 states) 2 transient states P=genmarkov([2,1],2,'perm') [perm,rec,tr,indsRec,indsT]=`classmarkov`_(P); P(perm,perm) See Also ~~~~~~~~ + `classmarkov`_ recurrent and transient classes of Markov matrix + `eigenmarkov`_ normalized left and right Markov eigenvectors .. _eigenmarkov: eigenmarkov.html .. _classmarkov: classmarkov.html