Markov Chain
المؤلف:
Gamerman, D.
المصدر:
Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference. Boca Raton, FL: CRC Press, 1997.
الجزء والصفحة:
...
16-2-2021
1600
Markov Chain
A Markov chain is collection of random variables ![<span style=]()
{X_t}" src="https://mathworld.wolfram.com/images/equations/MarkovChain/Inline1.gif" style="height:15px; width:23px" /> (where the index 
runs through 0, 1, ...) having the property that, given the present, the future is conditionally independent of the past.
In other words,
If a Markov sequence of random variates 
take the discrete values 
, ..., 
, then
and the sequence 
is called a Markov chain (Papoulis 1984, p. 532).
A simple random walk is an example of a Markov chain.
The Season 1 episode "Man Hunt" (2005) of the television crime drama NUMB3RS features Markov chains.
REFERENCES:
Gamerman, D. Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference. Boca Raton, FL: CRC Press, 1997.
Gilks, W. R.; Richardson, S.; and Spiegelhalter, D. J. (Eds.). Markov Chain Monte Carlo in Practice. Boca Raton, FL: Chapman & Hall, 1996.
Grimmett, G. and Stirzaker, D. Probability and Random Processes, 2nd ed. Oxford, England: Oxford University Press, 1992.
Harary, F. Graph Theory. Reading, MA: Addison-Wesley, p. 6, 1994.
Kallenberg, O. Foundations of Modern Probability. New York: Springer-Verlag, 1997.
Kemeny, J. G. and Snell, J. L. Finite Markov Chains. New York: Springer-Verlag, 1976.
Papoulis, A. "Brownian Movement and Markoff Processes." Ch. 15 in Probability, Random Variables, and Stochastic Processes, 2nd ed. New York: McGraw-Hill, pp. 515-553, 1984.
Stewart, W. J. Introduction to the Numerical Solution of Markov Chains. Princeton, NJ: Princeton University Press, 1995.
الاكثر قراءة في الاحتمالات و الاحصاء
اخر الاخبار
اخبار العتبة العباسية المقدسة
