Markov chain
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(probability)

Markov chain - (Named after Andrei Markov) A model of sequences of events where the probability of an event occurring depends upon the fact that a preceding event occurred.

A Markov process is governed by a Markov chain.

In simulation, the principle of the Markov chain is applied to the selection of samples from a probability density function to be applied to the model. Simscript II.5 uses this approach for some modelling functions.

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Andrei Markov
finite state machine
Markov

Markov model
Markov process
Simulation

Our experience is that 1,000 burn-in draws are enough before the Markov chains mix adequately.

A Bayesian regression spline approach to estimation of the term ... by Yu, Yan / Journal of Academy of Business and Economics

Monte Carlo sampling methods using Markov chains and their applications.

The TAO-Gen algorithm for identifying gene interaction networks with ... by Portier, Christopher J. / Environmental Health Perspectives

This includes discussion of retrial queues, real time queues and discrete time queues, systems with MMPP and MAP arrival processes, Pareto distribution and self similar traffic, BDDs and MTBDDs, matrix analytical method and multi-level method for Markov Chains.

The Second Edition of Queueing Networks and Markov Chains Provides a ... by Business Wire

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Markov chain (redirected from Markov chains)

Markov chain
(redirected from Markov chains)