after the Russian mathematician Andrey Markov. The term strong Markov property is similar to the Markov property, except that the meaning of "present"...
8 KB (1,124 words) - 20:27, 8 March 2025
In probability theory and statistics, a Markov chain or Markov process is a stochastic process describing a sequence of possible events in which the probability...
96 KB (12,900 words) - 11:52, 1 June 2025
probability, a Markov random field (MRF), Markov network or undirected graphical model is a set of random variables having a Markov property described by...
20 KB (2,817 words) - 01:41, 17 April 2025
the underlying structure of state transitions that still follow the Markov property. The process is called a "decision process" because it involves making...
35 KB (5,156 words) - 11:15, 25 May 2025
not on the events that occurred before it (that is, it assumes the Markov property). Generally, this assumption enables reasoning and computation with...
10 KB (1,231 words) - 16:39, 29 May 2025
In probability, a discrete-time Markov chain (DTMC) is a sequence of random variables, known as a stochastic process, in which the value of the next variable...
25 KB (4,252 words) - 09:10, 10 June 2025
decision process Markov's inequality Markov brothers' inequality Markov information source Markov network Markov number Markov property Markov process Stochastic...
10 KB (1,072 words) - 21:36, 10 June 2025
A hidden Markov model (HMM) is a Markov model in which the observations are dependent on a latent (or hidden) Markov process (referred to as X {\displaystyle...
52 KB (6,811 words) - 15:47, 11 June 2025
Gibbs measure (redirect from Gibbs property)
last equation is in the form of a local Markov property. Measures with this property are sometimes called Markov random fields. More strongly, the converse...
12 KB (1,884 words) - 05:42, 2 June 2024
Bayesian network (section Local Markov property)
is a Bayesian network with respect to G if it satisfies the local Markov property: each variable is conditionally independent of its non-descendants...
53 KB (6,630 words) - 21:10, 4 April 2025
Adian–Rabin theorem (redirect from Markov property (group theory))
Michael O. Rabin (1958). A Markov property P of finitely presentable groups is one for which: P is an abstract property, that is, P is preserved under...
8 KB (1,121 words) - 15:19, 13 January 2025
Andrey Markov: A Markov chain or Markov process, a stochastic model describing a sequence of possible events The Markov property, the memoryless property of...
576 bytes (101 words) - 21:25, 3 June 2022
Gauss–Markov theorem Gauss–Markov process Markov blanket Markov boundary Markov chain Markov chain central limit theorem Additive Markov chain Markov additive...
2 KB (229 words) - 07:10, 17 June 2024
A continuous-time Markov chain (CTMC) is a continuous stochastic process in which, for each state, the process will change state according to an exponential...
23 KB (4,240 words) - 18:35, 6 May 2025
Itô diffusion (section The Markov property)
have a number of nice properties, which include sample and Feller continuity; the Markov property; the strong Markov property; the existence of an infinitesimal...
30 KB (4,657 words) - 02:48, 20 June 2024
ergodic theory, a Markov operator is an operator on a certain function space that conserves the mass (the so-called Markov property). If the underlying...
6 KB (1,078 words) - 15:40, 16 May 2024
contains examples of Markov chains and Markov processes in action. All examples are in the countable state space. For an overview of Markov chains in general...
14 KB (2,405 words) - 11:02, 10 June 2025
rules. Although the concept is named after Andrey Markov due to its reliance on the Markov property—the idea that only the current state matters—the strategy...
2 KB (204 words) - 20:58, 29 May 2025
their mathematical properties, stochastic processes can be grouped into various categories, which include random walks, martingales, Markov processes, Lévy...
168 KB (18,657 words) - 20:31, 17 May 2025
Markov Markov chain, a mathematical process useful for statistical modeling Markov random field, a set of random variables having a Markov property described...
5 KB (584 words) - 18:42, 18 May 2025
but here we have only the weaker assumption that the process has the Markov property; and g {\textstyle g} is some (measurable) real-valued function for...
6 KB (1,166 words) - 16:29, 18 April 2025
hit β. This property is often referred to as the Markov property of loop-erased random walk (though the relation to the usual Markov property is somewhat...
16 KB (2,458 words) - 02:41, 5 May 2025
In statistics, Markov chain Monte Carlo (MCMC) is a class of algorithms used to draw samples from a probability distribution. Given a probability distribution...
62 KB (8,540 words) - 04:31, 9 June 2025
intelligence, which employ Markov networks, and Markov logic networks. The Gibbs measure is also the unique measure that has the property of maximizing the entropy...
20 KB (3,384 words) - 20:06, 17 March 2025
statistics, a hidden Markov random field is a generalization of a hidden Markov model. Instead of having an underlying Markov chain, hidden Markov random fields...
2 KB (315 words) - 18:10, 13 January 2021
represented as a Markov shift. The appellation 'Markov' is appropriate because the resulting dynamics of the system obeys the Markov property. The Markov partition...
6 KB (1,052 words) - 14:06, 9 September 2022
Hammersley–Clifford theorem (category Markov networks)
a trivial matter to show that a Gibbs random field satisfies every Markov property. As an example of this fact, see the following: In the image to the...
11 KB (1,223 words) - 00:09, 26 May 2025
In the mathematical theory of probability, an absorbing Markov chain is a Markov chain in which every state can reach an absorbing state. An absorbing...
12 KB (1,762 words) - 11:26, 30 December 2024
job arrivals to a queue over time. If a process has the Markov property, it is said to be a Markov counting process. Intensity of counting processes Poisson...
1 KB (191 words) - 11:57, 10 May 2025
{\displaystyle V_{n}} the influence of the bath on the system. The Markov property imposes that the system and bath are uncorrelated at all times ρ S...
19 KB (2,808 words) - 14:45, 15 October 2024