giddy.ergodic.
var_fmpt
(P)[source]¶Variances of first mean passage times for an ergodic transition probability matrix.
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Returns: |
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Notes
Uses formulation (and examples on p. 83) in [KS67].
Examples
>>> import numpy as np
>>> from giddy.ergodic import var_fmpt
>>> p=np.array([[.5, .25, .25],[.5,0,.5],[.25,.25,.5]])
>>> vfm=var_fmpt(p)
>>> vfm
array([[ 5.58333333, 12. , 6.88888889],
[ 6.22222222, 12. , 6.22222222],
[ 6.88888889, 12. , 5.58333333]])