public void ComputeProbability()
{
double samplingRate = 0.5d;
double timeSpan = 40.0d;
double errorTolerance = 1e-16;
MarkovChain <int> chains = new MarkovChain <int>(6);
chains.InitialDistribution[1] = 0.9;
chains.InitialDistribution[2] = 0.1;
chains.InitialDistribution[3] = 0;
chains.InitialDistribution[4] = 1;
chains.InitialDistribution[5] = chains.InitialDistribution[6] = 0;
chains.AddEdge(1, 2, 0.2d);
chains.AddEdge(2, 1, 0.1d);
chains[2, 3] = 0.1d;
chains[3, 2] = 0.05d;
chains[4, 5] = 0.1d;
chains[5, 6] = 0.05d;
var result = chains.ComputeProbability(samplingRate, timeSpan, errorTolerance);
}