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 markov chain - Definition 

Markov chain (10048 bytes)
1: ...a discrete-time [[stochastic process]] with the [[Markov property]]. In such a process, given knowledge o...
3: There are also [[continuous-time Markov chain]]s.
5: A Markov chain is a sequence <var>X<sub>1</sub>, X<sub>2</sub>, ...
10: ...he process. The identity above identifies the '''Markov property'''.
12: ...s are named after [[Andrei Andreevich Markov|A.A. Markov]],

Continuous-time Markov chain (4090 bytes)
1: ...lements of a set called the [[state space]]. The Markov property states that at any times ''s'' > ''t'' >...
5: Intuitively, one can define a Markov chain as follows. Let ''X''(''t'') be the random varia...
11: ...gers). The most intuitive continuous-time Markov chains have ''Q''-matrices that are:
19: ...q''<sub>''ii''</sub>), and continuous-time Markov chains are thus [[memorylessness|memoryless]] processes...
27: ...n]]. The ''transition matrix'' ''P'' of the jump chain has elements ''p<sub>ij</sub>'' = ''q<sub>ij</sub...

Markov (233 bytes)
1: The name '''Markov''' can refer to:-
2: *[[Andrey Markov]], [[mathematician]] and several things named aft...
3: **In [[probability theory]], the [[Markov property]];
4: **[[Markov chain]].
5: *[[Georgi Markov]], [[dissident]].

Andrey Markov (1961 bytes)
1: '''Andrey Andreyevich Markov''' (&#1040;&#1085;&#1076;&#1088;&#1077;&#1081; &#...
3: ...]]es. His research later became known as [[Markov chain]]s.
6: * [[Markov's inequality]]
7: * [[Gauss-Markov theorem]]
8: * [[Markov property]]

Frantisek Markov (939 bytes)
1: ... the [[Mists]]. There he became the darklord of [[Markovia]].

Markov algorithm (1853 bytes)
1: ...hine]]. Since this model is [[Turing-complete]], Markov algorithms can represent any [[mathematical expre...
4: ... following example shows the basic operation of a Markov algorithm.
34: ... A. ''String processing languages and generalized Markov algorithms.'' In Symbol manipulation languages an...
35: * [[A. A. Markov|Markov, A.A.]] 1960. ''The Theory of Algorithms.'' Ameri...

Gauss-Markov (570 bytes)
1: The phrase '''Gauss-Markov''' is used in two different ways. See
2: *[[Gauss-Markov process]]es in [[probability theory]].
3: *The [[Gauss-Markov theorem]] in mathematical [[statistics]].
6: The second sense of "Gauss-Markov" is far more widely known than the first because ...

Georgi Markov (2108 bytes)
1: ... an umbrella. The man apologised and walked away. Markov would later tell doctors that the man had spoken ...
3: Markov remembered feeling a stinging pain from where he ...
7: ...umbrella.PNG|thumb|right|The umbrella that killed Markov]]
9: Markov had worked as a broadcaster and journalist for th...
11: ...der, largely because most documents pertaining to Markov's death were probably destroyed.

Markov (crater) (1872 bytes)
7: ...arkov]]<br />[[Andrei Andreevich Markov|Andrei A. Markov]]}}
8: '''Markov''' is a [[lunar]] impact [[crater]] that is locat...
14: ...e side of the crater mid-point that is closest to Markov
18: !width="25%" style="background:#eeeeee;" |Markov

Markov property (2155 bytes)
1: ...a '''Markov process''', and may be described as ''Markovian''.
3: ...'(''t''), ''t'' > 0, is a stochastic process, the Markov property states that
6: Markov processes are typically termed ''(time-) homogene...
8: ...omogeneous ones, form the most important class of Markov processes.
10: ...'current' and 'future' states. Let ''X'' be a non-Markovian process. Then we define a process ''Y'', such ...

Markov blanket (512 bytes)
1: ...ly independent]] of the entire network, given its Markov blanket.

Markov network (1008 bytes)
1: ...rk]] in its representation of dependencies, but a Markov network can represent dependencies that a Bayesia...
3: The potential functions used in a Markov network do not necessarily have a probabilistic i...

Markov's inequality (2216 bytes)
1: ...is named after the Russian mathematician [[Andrey Markov]].
3: Markov's inequality (and other similar inequalities) rel...
7: Markov's inequality states that if ''X'' is a random var...
12: Markov's inequality is actually just one of a wider clas...
30: * Markov's inequality is recovered by setting ''h''(''x'')...

Hidden Markov model (4155 bytes)
1: ...re the system being modelled is assumed to be a [[Markov process]] with unknown parameters, and the challe...
3: ...obabilities are the only parameters. A '''hidden Markov model''' adds outputs: each state has a probabili...
5: ==State transitions in a hidden Markov model==
6: [[Image:MarkovModel.png|center|thumb|300px|Markov Model Example.<br />
7: - ''x'' &mdash; States of the Markov model<br />

Gauss-Markov theorem (4849 bytes)
1: ''This article is '''not''' about [[Gauss-Markov process]]es.''
5: ...named after [[Carl Friedrich Gauss]] and [[Andrey Markov]], states that in a [[linear model]] in which the...
11: ...ors and residuals in statistics]]). The '''Gauss-Markov''' assumptions state that
42: ...erms of the matrix algebra formulation, the Gauss-Markov theorem shows that the difference between the par...
46: ...http://www.xycoon.com/ols1.htm Proof of the Gauss Markov theorem for multiple linear regression] (makes us...

Gauss-Markov process (1762 bytes)
1: ''This article is '''not''' about the [[Gauss-Markov theorem]] of mathematical [[statistics]].''
5: ...equirements for both [[Gaussian process]]es and [[Markov process]]es.
7: Every Gauss-Markov process ''X''(''t'') possesses the three followin...
9: ...''t'') = ''h''(''t'')''X''(''t'') is also a Gauss-Markov process
10: ...'Z''(''t'') = ''X''(''f''(''t'')) is also a Gauss-Markov process

Examples of Markov chains (5358 bytes)
1: This page contains examples of [[Markov chain]]s in action.
3: ...s are determined entirely by [[dice]] is a Markov chain. This is in contrast to card games such as poker...
184: ...rsdorff-online.de/amonopoly/ Monopoly as a Markov chain]

Causal Markov Condition (298 bytes)
1: The '''Markov condition''' for a [[Bayesian network]] states th...
3: ...ly independent of the entire network, given its [[Markov blanket]].

Markov decision process (762 bytes)
1: A '''Markov Decision Process''' (MDP) is a [[discrete time]] ...
7: * M. L. Puterman. ''Markov Decision Processes''. Wiley, 1994.

Georgi markov's empire (175 bytes)

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