Français
1. Markov evolution
To explain the notion of discrete-time Markovian evolution, one of the basic concepts is that of the transition operator, giving the probability law of the state of a random system at time (n + 1), given its state at time (n). In the case of a countable state space, this notion is reduced to that of the transition matrix, which we begin by specifying.
1.1 Transition matrices
Let E be a countable set.
Let
The Ultimate Scientific and Technical Reference
This article is included in
Mathematics
This offer includes:
Knowledge Base
Updated and enriched with articles validated by our scientific committees
Services
A set of exclusive tools to complement the resources
Practical Path
Operational and didactic, to guarantee the acquisition of transversal skills
Doc & Quiz
Interactive articles with quizzes, for constructive reading
Markov evolution
Classification of Markov chains
Bibliography
References
The Ultimate Scientific and Technical Reference
