C++ Class for Simulating Finite Markiv Chains

This C++ class implements a finite Markov chain. It allows to simulate state transitions of a Markov chain according to a given matrix of transition probabilities. It uses a pseudo-random number generator. In particular, it requires the 'RandGen' class that is made available on GitHub: https://github.com/saiedhk/RandGenCPP.

For a short introduction to Markov chains refer to Wikipedia: https://en.wikipedia.org/wiki/Markov_chain

For an in-depth introduction to Markov chains refer to:

Sheldon Ross, Introduction to Probability Models, 9th Edition, 2007, Academic Press.