Markovian en · ADJ
Pronunciation
- /mɑɹˈkoʊvi.ən/ (US)
Etymology
From Markov + -ian, named for the Russian mathematician Andrey Markov.
Meanings
-
(not-comparable, of a process) Exhibiting the Markov property, in which the conditional probability distribution of future states of the process, given the present state and all past states, depends only upon the present state and not on any past states.
AR(p) models are simple univariate devices to capture the often-observed Markovian nature of financial and macroeconomic data […]
2018, Guidolin and Pedio, Essentials of Time Series for Financial Applications, Academic Press:It is not immediately obvious that a random variable with distribution f(x) can be produced by the Gibbs sequence of (2.3) or that the sequence even converges. That this is so relies on the Markovian nature of the iterations, which we now develop in detail for the simple case of a 2 × 2 table with multinomial sampling.
1992, Casella and George, Explaining the Gibbs Sampler, in: The American Statistician 46(3) 167–174
Deriveds
time-homogeneous Markovian type · submarkovian · Markovianity · time-independent Markovian type · non-Markovian
Translations (1)
he מרקובי (Exhibiting the Markov property)