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OpenTURNS experiments with markov chains

TODO-List:

  • The current implementation does not manage a multidimensionnal state variable. Moreover, the current implementation does not allow to access to the full chain. Create a Process where the dimension of the mesh is 1D: this is the "time". The dimension of the process is the dimension of the state. This way, one can generate such a process and get the full chain of states.

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OpenTURNS experiments with Markov chains

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