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单词 Positive recurrent
释义

Positive recurrent

英语百科

Markov chain

A simple two-state Markov chain
Russian mathematician Andrey Markov.

A Markov chain (discrete-time Markov chain or DTMC), named after Andrey Markov, is a random process that undergoes transitions from one state to another on a state space. It must possess a property that is usually characterized as "memorylessness": the probability distribution of the next state depends only on the current state and not on the sequence of events that preceded it. This specific kind of "memorylessness" is called the Markov property. Markov chains have many applications as statistical models of real-world processes.

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