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