从转换矩阵中找到下一个状态?随机游走Matlab仿真 [英] finding the next states from transition matrix ? random walk Matlab simulation

问题描述

我正在尝试在matlab中为随机步行移动性模型建模，我面临着有关从转换矩阵中找到下一个状态的问题.我已经创建了状态转换矩阵，但是我不知道如何找到下一个状态?

I'm trying to model random walk mobility model in matlab I'm facing problem regarding finding the next state from a transition matrix. I have already created my state transition matrix but I dont know how to find the next state ?

我知道我具有转移矩阵中每个状态的所有概率，但是我需要实际上根据这些概率选择下一个状态是什么. 有人可以帮我吗?

I know I have all the probabilities for each state from the trasition matrix but I need to actually choose based on those probability what the next state will be. can someone help me with that ?

推荐答案

如果A是行总和为1的转换矩阵，则可以像这样模拟马尔可夫链:

If A is your transition matrix with rows summing to 1, then you can simulate the Markov chain like this:

cdf = cumsum(A,2);
for t =1:numSteps
   stateIndex = min(find(rand < cdf(stateIndex,:)));
   % ....
end

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