/****************************************************************************** * Compilation: javac MarkovChain.java * Execution: java MarkovChain * * Computes the expected time to go from state N-1 to state 0 * * Data taken from Glass and Hall (1949) who distinguish 7 states * in their social mobility study: * * 1. Professional, high administrative * 2. Managerial * 3. Inspectional, supervisory, non-manual high grade * 4. Non-manual low grade * 5. Skilled manual * 6. Semi-skilled manual * 7. Unskilled manual * * See also Happy Harry, 2.39. * ******************************************************************************/ public class MarkovChain { public static void main(String[] args) { // the state transition matrix double[][] transition = { { 0.386, 0.147, 0.202, 0.062, 0.140, 0.047, 0.016}, { 0.107, 0.267, 0.227, 0.120, 0.207, 0.052, 0.020}, { 0.035, 0.101, 0.188, 0.191, 0.357, 0.067, 0.061}, { 0.021, 0.039, 0.112, 0.212, 0.431, 0.124, 0.061}, { 0.009, 0.024, 0.075, 0.123, 0.473, 0.171, 0.125}, { 0.000, 0.103, 0.041, 0.088, 0.391, 0.312, 0.155}, { 0.000, 0.008, 0.036, 0.083, 0.364, 0.235, 0.274} }; int N = 7; // number of states int state = N - 1; // current state int steps = 0; // number of transitions // run Markov chain while (state > 0) { StdOut.println(state); steps++; double r = Math.random(); double sum = 0.0; // determine next state for (int j = 0; j < N; j++) { sum += transition[state][j]; if (r <= sum) { state = j; break; } } } StdOut.println("The number of steps = " + steps); } }