Markov Chains and Markov Jump Processes
Guddu Kumar
Abstract
Guddu Kumar
Abstract
A Markov process is a random process in which the future is independent of the past, given the present. Thus, Markov processes are the natural stochastic analogs of the deterministic processes described by differential and difference equations. They form one of the most important classes of random processes. This thesis is about Markov Chains, Martinle, Markov Chain Monte Carlo (MCMC), Markov Processes and Second Order Processes.
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A Markov process is a random process in which the future is independent of the past, given the present. Thus, Markov processes are the natural stochastic analogs of the deterministic processes described by differential and difference equations. They form one of the most important classes of random processes. This thesis is about Markov Chains, Martinle, Markov Chain Monte Carlo (MCMC), Markov Processes and Second Order Processes.
Key concepts: Markov chain, Variable-order Markov model, Markov property, Markov renewal process, Markov process, Markov chain Monte Carlo, Markov model, Markov kernel