Markov process

Markov process
noun
a simple stochastic process in which the distribution of future states depends only on the present state and not on how it arrived in the present state
Syn: ↑Markoff process
Hypernyms: ↑stochastic process
Hyponyms: ↑Markov chain, ↑Markoff chain

* * *

noun also markoff process
Usage: usually capitalized M
Etymology: after Andrei Andreevich Markov
: a stochastic process (as Brownian movement) that resembles a Markov chain except that the states are continuous ; also : markov chain

* * *

Statistics.
a process in which future values of a random variable are statistically determined by present events and dependent only on the event immediately preceding.
[1935-40; after Russian mathematician Andrei Andreevich Markov (1856-1922), who developed it]

* * *

Markov process,
any process based on a Markov chain: »

The interconnection between classical potential theory and Brownian motion depends heavily on the fact that Brownian motion is a Markov process, that is, its present behavior is not influenced by its past behavior (Scientific American).


Useful english dictionary. 2012.

Игры ⚽ Поможем решить контрольную работу

Look at other dictionaries:

  • Markov process — Mark ov pro cess, n. [after A. A. Markov, Russian mathematician, b. 1856, d. 1922.] (Statistics) a random process in which the probabilities of states in a series depend only on the properties of the immediately preceding state or the next… …   The Collaborative International Dictionary of English

  • Markov process — [mär′kôf] n. a chain of random events in which only the present state influences the next future state, as in a genetic code: also Markoff process …   English World dictionary

  • Markov process — In probability theory and statistics, a Markov process, named after the Russian mathematician Andrey Markov, is a time varying random phenomenon for which a specific property (the Markov property) holds. In a common description, a stochastic… …   Wikipedia

  • Markov process — Statistics. a process in which future values of a random variable are statistically determined by present events and dependent only on the event immediately preceding. Also, Markoff process. [1935 40; after Russian mathematician Andrei Andreevich …   Universalium

  • Markov process — Markovo vyksmas statusas T sritis fizika atitikmenys: angl. Markov process; Markovian process vok. Markow Prozeß, m; Markowscher Prozeß, m rus. марковский процесс, m; процесс Маркова, m pranc. processus de Markoff, m; processus marcovien, m;… …   Fizikos terminų žodynas

  • Markov process — noun Date: 1938 a stochastic process (as Brownian motion) that resembles a Markov chain except that the states are continuous; also Markov chain called also Markoff process …   New Collegiate Dictionary

  • Markov process — noun A stochastic process in which the probability distribution of the current state is conditionally independent of the path of past states. See Also: Markov property, Markov chain …   Wiktionary

  • Markov process — A stochastic process in which the probability of an event in the future is not affected by the past history of events …   Dictionary of molecular biology

  • Continuous-time Markov process — In probability theory, a continuous time Markov process is a stochastic process { X(t) : t ≥ 0 } that satisfies the Markov property and takes values from a set called the state space; it is the continuous time version of a Markov chain. The… …   Wikipedia

  • Semi-Markov process — A continuous time stochastic process is called a semi Markov process or Markov renewal process if the embedded jump chain (the discrete process registering what values the process takes) is a Markov chain, and where the holding times (time… …   Wikipedia

Share the article and excerpts

Direct link
Do a right-click on the link above
and select “Copy Link”