procedure classemarkoff(N,P,R,T,F); integer N; array P,R,T,F;
Calculation of non-recurring, transient, and persistent states of a Markoff chain from the boolean matrix P associated with the matrix of transition probabilities. N is the number of states, the non-recurring states are in R[1:N] (state i non-recurring if R[i] = 1), T[1:N] contains the transitory states (state i in transitory class k if T[i] = k), F[1:N] contains the final states (i in class k if F[i] = k). The arrays are declared real.
procedure sousclasse cyclique(N,P,L); integer N; array P,L;
Computation of cyclic sub-classes of a set of persistent states of a Markoff chain from the boolean matrix P associated with the stochastic matrix of order N. The results are in the rows of L[1:M,1:M] such that the ith subclass is represented by these elements of L such that L[i,j] = 1.
procedure polyweyl(A,X,R,K,M); integer array A,X; integer R,M,K;
Random vector X with R components independent, uniformly distributed in [0,1], in integer form with K digits in each component. We have to declare A,X[1:M+R] where M is the smallest integer satisfying M ≥ 109/K. The initial vector A can be formed from the first (M+R)K digits of π.
procedure notlag(T); real T;
Inverse of the error function: