Wednesday, September 27, 2017

[jzwsfuye] Random binomial generator

Generate random or pseudorandom events from two possibilities at given probabilities.  This is easy.  Allow correlation with the immediate previous event.  This is also pretty easy given the Markov transition probabilities.  We could also have probabilities given as constraints, for example, one event occurs 3 times more frequently than some other event..  This requires linear algebra to solve for the transition probabilities.  Easily expand to more than 2 outcomes.

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