A small package for working with continuous-time Markov transition rate matrices.
Currently exposes the following functionality:
TransitionRateMatrix!for creating transition rate matrices (square, nonnegative elements, rows sum to one),
steady_statefor calculating steady state distributions.
- Meyer, Carl D. "Sensitivity of the stationary distribution of a Markov chain." SIAM Journal on Matrix Analysis and Applications 15.3 (1994): 715-728.