Visualize a Sample Path for a Finite Markov Process 

Visualize a sample path for a discrete Markov process.

In[1]:=

X \[ScriptCapitalP] = DiscreteMarkovProcess[1, ({ {0, 1/2, 1/2}, {1/2, 0, 1/2}, {1/2, 1/2, 0} })];

In[2]:=

X data = RandomFunction[\[ScriptCapitalP], {0, 50}];

In[3]:=

X ListPlot[data, Filling -> Axis, Ticks -> {Automatic, {1, 2, 3}}, PlotRange -> All]

Out[3]=

Visualize a sample path for a continuous Markov process.

In[4]:=

X \[ScriptCapitalP] = ContinuousMarkovProcess[1, ({ {0, 1/2, 1/2}, {1/2, 0, 1/2}, {1/2, 1/2, 0} }), {2, 7, 3}];

In[5]:=

X data = RandomFunction[\[ScriptCapitalP], {0, 10}];

In[6]:=

X ListLinePlot[data, Filling -> Axis, Ticks -> {Automatic, {1, 2, 3}}, PlotRange -> All, InterpolationOrder -> 0]

Out[6]=