theory of Markov chains

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• Markov chains — probability theory based on sequences of random variables (named for mathematician Andrei Markov) …   Eponyms, nicknames, and geographical games

• Markov chain — A simple two state Markov chain. A Markov chain, named for Andrey Markov, is a mathematical system that undergoes transitions from one state to another, between a finite or countable number of possible states. It is a random process characterized …   Wikipedia

• Markov decision process — Markov decision processes (MDPs), named after Andrey Markov, provide a mathematical framework for modeling decision making in situations where outcomes are partly random and partly under the control of a decision maker. MDPs are useful for… …   Wikipedia

• Markov chain mixing time — In probability theory, the mixing time of a Markov chain is the time until the Markov chain is close to its steady state distribution. More precisely, a fundamental result about Markov chains is that a finite state irreducible aperiodic chain has …   Wikipedia

• Markov, Andrey Andreyevich — ▪ Russian mathematician born June 14, 1856, Ryazan, Russia died July 20, 1922, Petrograd [now St. Petersburg]       Russian mathematician who helped to develop the theory of stochastic processes (stochastic process), especially those called… …   Universalium

• Markov process — In probability theory and statistics, a Markov process, named after the Russian mathematician Andrey Markov, is a time varying random phenomenon for which a specific property (the Markov property) holds. In a common description, a stochastic… …   Wikipedia

• Andrey Markov — For other people named Andrey Markov, see Andrey Markov (disambiguation). Andrey (Andrei) Andreyevich Markov Born June 14, 1856( …   Wikipedia

• Continuous-time Markov process — In probability theory, a continuous time Markov process is a stochastic process { X(t) : t ≥ 0 } that satisfies the Markov property and takes values from a set called the state space; it is the continuous time version of a Markov chain. The… …   Wikipedia

• Probabilité stationnaire d'une chaîne de Markov — La probabilité stationnaire d une chaîne de Markov s interprète usuellement comme la fraction du temps passé en chaque état de l espace d états de cette chaîne de Markov, asymptotiquement. En effet, une version de la loi forte des grands nombres… …   Wikipédia en Français

• Variable-order Markov model — Variable order Markov (VOM) models are an important class of models that extend the well known Markov chain models. In contrast to the Markov chain models, where each random variable in a sequence with a Markov property depends on a fixed number… …   Wikipedia

• Chaine De Markov — Chaîne de Markov Selon les auteurs, une chaîne de Markov est de manière générale un processus de Markov à temps discret ou un processus de Markov à temps discret et à espace d états discret. En mathématiques, un processus de Markov est un… …   Wikipédia en Français