Markov process
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English
Etymology
Named after Russian mathematician Andrey Markov (Андре́й Андре́евич Ма́рков) (1856—1922), who researched the processes.
Noun
Markov process (plural Markov processes)
- (probability theory) Any stochastic process for which the conditional probability distribution of future states depends only on the current state (and not on past states).
- 2007, N. G. Van Kampen, Stochastic Processes in Physics and Chemistry, 3rd edition, page 81:
- It has been remarked in 1 that a Markov process with time reversal is again a Markov process.
- 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:
- 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.
- 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.
Hyponyms
Derived terms
Related terms
Translations
stochastic process
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