Markov Chain

Creator
Creator
Seonglae ChoSeonglae Cho
Created
Created
2022 Apr 3 15:15
Editor
Edited
Edited
2024 Oct 22 23:22

여러 State를 갖는 Chain 형태의 구조

Markov chain is a model of stochastic evolution of the system captured in discrete snapshots. The
Stochastic matrix
describes the probabilities with which the system transits into different state. Therefore, You can start with a messy process which is not
Stationary process
but which will eventually converge to a well behaved
Stationary process
which is driven by only one probability law and your process can freely visit all states (
Ergodicity
) within state spaces without getting trapped in a loop.
특정 시점의 상태 확률은 단지 그 이전 상태에만 의존한다는 것이 핵심
Markov assumption 을 따르는 이산 시간 확률 과정
Markov Chains
 
 
 
 
 

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