Markov chain

Markov chain

noun Statistics.
a Markov process restricted to discrete random events or to discontinuous time sequences.
Also, Markoff chain.

1940–45; see Markov process Unabridged
Based on the Random House Dictionary, © Random House, Inc. 2014.
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World English Dictionary
Markov chain (ˈmɑːkɒf)
statistics a sequence of events the probability for each of which is dependent only on the event immediately preceding it
[C20: named after Andrei Markov (1856--1922), Russian mathematician]

Collins English Dictionary - Complete & Unabridged 10th Edition
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Computing Dictionary

Markov chain definition

(Named after Andrei Markov) A model of sequences of events where the probability of an event occurring depends upon the fact that a preceding event occurred.
A Markov process is governed by a Markov chain.
In simulation, the principle of the Markov chain is applied to the selection of samples from a probability density function to be applied to the model. Simscript II.5 uses this approach for some modelling functions.
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The Free On-line Dictionary of Computing, © Denis Howe 2010
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