MARKOV CHAIN AND PYTHON LANGUAGE IN THE TASKS OF ACHIEVING A GIVEN STATE OF THE SYSTEM

UDC 519.213: 51-77
DOI: 10.36871/2618-9976.2022.12.002

Authors

Sergey Ya. Krivolapov
Candidate of Physical and Mathematical Sciences, Assistant Professor Department of Mathematics, Financial University under Govenment of Russian Federation, Moscow, Russia

Abstract

A method of describing the problems of achieving a given state of a system by a Markov chain with a matrix of transition probabilities of a special type is considered. The problems of calculating the numerical characteristics of the time of the first achievement of a given state are solved. Python tools are used to solve matrix equations.

Keywords

Markov chain, Random walk, The task of ruin, Time of the first achievement