# Markov Process Applet

Topic(s):

Very nice Java applet for Markov Process simulations

Identifier:
http://www.eng.buffalo.edu/~kofke/applets/MarkovApplet1.html
Subject:
Rating:
Creator(s):
David Kofke
Cataloger:
Publisher:
University at Buffalo
Rights:
David Kofke
Format Other:
Java may need to be enabled in the Java Console

The user inputs a $3\times3$ transition matrix for a Markov chain along with the initial state of the chain. The user can then simulate steps of the chain one at a time and watch its progress on a set of radio buttons, or can take a large number of steps. The applet produces a histogram displaying the realtive frequency of each state in the simulation the user has done, thus demonstrating the convergence behavior of the chain. This applet can be used to show various properties of finte-state Markov chains; it would be useful to have powers of the transition matrix displayed as well to connect those powers with $k$-step transition probabilities.