CTMCPath

CTMCPath stores a simulated continuous-time Markov-chain trajectory as jump times and visited states.

Constructor

CTMCPath(times, states)

Parameters

Parameter Description
times Jump times of the simulated path.
states State labels visited along the path.

Properties

Property Meaning
times Jump-time array.
states Tuple of visited state labels.

Methods

  • state_at(t) — return the state occupied at time t.
  • occupation_time(state, horizon) — compute time spent in a state over [0, horizon].
  • occupation_fraction(state, horizon) — compute the fraction of the horizon spent in a state.

Example

import numpy as np

from stochx.stochastic import ContinuousTimeMarkovChain

chain = ContinuousTimeMarkovChain([[-2.0, 2.0], [1.0, -1.0]])
path = chain.simulate(5.0, initial_state=0, rng=np.random.default_rng(0))

print(path.state_at(2.0))
print(path.occupation_time(0, 5.0))
print(path.occupation_fraction(0, 5.0))

ContinuousTimeMarkovChain returns CTMCPath objects from its simulation operation.