3 definitions
for Markov chain
From The Collaborative International Dictionary of English v.0.48 :
Markov chain \Mark"ov chain\, n. [after A. A. Markov, Russian
mathematician, b. 1856, d. 1922.] (Statistics)
A random process (Markov process) in which the probabilities
of discrete states in a series depend only on the properties
of the immediately preceding state or the next preceeding
state, independent of the path by which the preceding state
was reached. It differs from the more general Markov process
in that the states of a Markov chain are discrete rather than
continuous. Certain physical processes, such as diffusion of
a molecule in a fluid, are modelled as a Markov chain. See
also random walk. [Also spelled Markoff chain.]
[PJC]
From WordNet (r) 2.0 :
Markov chain
n : a Markov process for which the parameter is discrete time
values [syn: Markoff chain]
From The Free On-line Dictionary of Computing (27 SEP 03) :
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.
[Better explanation?]
(1995-02-23)
