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Markov chain
(redirected from Discrete-time Markov chain)

   Also found in: Medical, Acronyms, Encyclopedia, Wikipedia 0.01 sec.
Markov chain [ˈmɑːkɒf]
n
(Mathematics & Measurements / Statistics) Statistics a sequence of events the probability for each of which is dependent only on the event immediately preceding it
[named after Andrei Markov (1856-1922), Russian mathematician]
ThesaurusLegend:  Synonyms Related Words Antonyms
Noun1.Markov chain - a Markov process for which the parameter is discrete time values
Markoff process, Markov process - a simple stochastic process in which the distribution of future states depends only on the present state and not on how it arrived in the present state


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2 Notation and definitions Let [MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII] be a discrete-time Markov chain with a discrete state space S and transition probabilities P(x, y) for x, y [member of] S, where [summation over (y)] [member of]S] P(x, y) = 1 for each x [member of] S.
A sampling of the paper topics: the performace of D-redundant disk systems; X-ray--a tool for automatic measurement of hardware paramenters; workload propagation--overload in bursty servers; and optimal importance sampling for discrete-time Markov chains.
Critically acclaimed text for computer performance analysis-now in its second edition The Second Edition of this now-classic text provides a current and thorough treatment of queuing systems, queuing networks, continuous and discrete-time Markov chains, and simulation.
 
 
 
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