Statements (53)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:stochastic_process
|
| gptkbp:application |
gptkb:statistical_mechanics
economics genetics information science queueing theory |
| gptkbp:characteristic |
memoryless
|
| gptkbp:field |
gptkb:mathematics
gptkb:probability_theory statistics |
| gptkbp:hasProperty |
memoryless property
can be discrete or continuous time can be irreducible or reducible can be time-homogeneous or time-inhomogeneous can have absorbing states can have periodic or aperiodic states finite or countable state space future state depends only on current state random process transition probabilities sum to 1 |
| https://www.w3.org/2000/01/rdf-schema#label |
Markov chains
|
| gptkbp:introducedIn |
early 20th century
|
| gptkbp:mathematicalObject |
state space
stationary distribution transition matrix initial distribution limiting distribution transition graph transition probability |
| gptkbp:namedAfter |
gptkb:Andrey_Markov
|
| gptkbp:property |
gptkb:Markov_property
|
| gptkbp:relatedConcept |
gptkb:Markov_property
Markov chain absorbing state ergodicity irreducibility stationary distribution transition matrix periodicity recurrent state time-homogeneous Markov chain time-inhomogeneous Markov chain transient state |
| gptkbp:type |
gptkb:continuous-time_Markov_chain
gptkb:discrete-time_Markov_chain |
| gptkbp:usedIn |
gptkb:Monte_Carlo_methods
gptkb:Hidden_Markov_model gptkb:PageRank_algorithm Markov chain random walks |
| gptkbp:bfsParent |
gptkb:Andrey_Markov
gptkb:Theory_of_Probability |
| gptkbp:bfsLayer |
5
|