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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''' (Андрей &#... 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'' — 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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