English Explanatory Dictionary

Markov process

English dictionary entry

Meanings

noun
  1. Any stochastic process for which the conditional probability distribution of future states depends only on the current state (and not on past states).

Word forms

Markov process Markov processes

Etymology

Named after Russian mathematician Andrey Markov (Андре́й Андре́евич Ма́рков) (1856—1922), who researched the processes.

Related words

Markovian Markov model Markov property memoryless recurrence time

Derived words

Markov renewal process semi-Markov process
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