Markov process en · NOUN
Etymology
Named after Russian mathematician Andrey Markov (Андре́й Андре́евич Ма́рков) (1856—1922), who researched the processes.
Meanings
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Any stochastic process for which the conditional probability distribution of future states depends only on the current state (and not on past states).
It has been remarked in 1 that a Markov process with time reversal is again a Markov process.
2007, N. G. Van Kampen, Stochastic Processes in Physics and Chemistry, 3rd edition, page 81:The second part is written for probabilists and it studies the case where fast motions are certain Markov processes such as random evolutions and, in particular, diffusions.
2009, Yuri Kifer, “Large Deviations and Adiabatic Transitions for Dynamical Systems and Markov Processes in Fully Coupled Averaging”, in Memoirs of the American Mathematical Society, number 944, page vii:2013, M. G. Shur, Markov Process, entry in Michiel Hazewinkel (editor), Encyclopaedia of Mathematics, Volume 6, page 102, In the theory of Markov processes most attention is given to homogeneous (in time) processes.
Forms
| Spelling | Features | Labels | Source |
|---|---|---|---|
| Markov processes | Number=Plur | lexicographic |
Deriveds
semi-Markov process · Markov renewal process
Hyponyms
Relateds
memoryless · Markov property · Markovian · recurrence time · Markov model
Translations (8)
fi Markovin prosessi (stochastic process) · ru марковски́й проце́сс (stochastic process) · cs Markovův proces (stochastic process) · it processo di Markov (stochastic process) · is Markov-ferli (stochastic process) · it processo markoviano (stochastic process) · fi Markov-prosessi (stochastic process) · cmn 馬爾可夫過程 /马尔可夫过程 (stochastic process)