markovian

Simulation of Stochastic processes.

Goal

Serve as an extension of the rand crate for sub-stochastic markovian processes.

Main features

• Easy construction of Markov processes, including:
  • Discrete time
  • Continuous time (exponential clocks)
• Type agnostic

Changelog

See Changelog.

Contribution

Your contribution is highly appreciated. Do not hesitate to open an issue or a pull request. Note that any contribution submitted for inclusion in the project will be licensed according to the terms of the dual license (MIT and Apache-2.0).