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411 REFERENCE · Wiktionary

Markov process

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English Etymology Named after Russian mathematician Andrey Markov (Андре́й Андре́евич Ма́рков) (1856—1922), who researched the processes. Noun en 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). en 2007 N. G. Van Kampen Stochastic Processes in Physics and Chemistry 3rd https://books.google.com.au/books?id=N6II-6HlPxEC&pg=PA81&dq=%22Markov+process%22%7C%22Markov+processes%22+-intitle:markov&hl=en&sa=X&ved=0ahUKEwjJ147q9KHWAhUEu7wKHRE-Ck4Q6AEIPjAE#v=onepage&q=%22Markov%20process%22%7C%22Markov%20processes%22%20-intitle%3Amarkov&f=false 81 It has been remarked in 1 that a Markov process with time reversal is again a Markov process. en 2009 Yuri Kifer Large Deviations and Adiabatic Transitions for Dynamical Systems and Markov Processes in Fully Coupled Averaging Memoirs of the American Mathematical Society 944 https://books.google.com.au/books?id=65TNAwAAQBAJ&pg=PR7&dq=%22Markov+process%22%7C%22Markov+processes%22&hl=en&sa=X&ved=0ahUKEwjUqPLo5KHWAhUnsVQKHYGpDPEQ6AEIhQMwPA#v=onepage&q=%22Markov%20process%22%7C%22Markov%20processes%22&f=false 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 en Markov chain Derived terms en Markov renewal process en semi-Markov process Related terms en Markovian Translations stochastic process Chinese: Mandarin: cmn 馬爾可夫過程 Mǎěrkěfū guòchéng Czech: cs Markovův proces m Finnish: fi Markovin prosessi, fi Markov-prosessi Icelandic: is Markov-ferli n Italian: it processo markoviano m, it processo di Markov m Russian: ru марковски́й проце́сс m See also en Markov model en Markov property en memoryless en recurrence time en eponyms