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  2. Markov chain - Wikipedia

    en.wikipedia.org/wiki/Markov_chain

    Markov chains are used in finance and economics to model a variety of different phenomena, including the distribution of income, the size distribution of firms, asset prices and market crashes. D. G. Champernowne built a Markov chain model of the distribution of income in 1953. [86]

  3. Continuous-time Markov chain - Wikipedia

    en.wikipedia.org/wiki/Continuous-time_Markov_chain

    A continuous-time Markov chain (CTMC) is a continuous stochastic process in which, for each state, the process will change state according to an exponential random variable and then move to a different state as specified by the probabilities of a stochastic matrix.

  4. Stochastic matrix - Wikipedia

    en.wikipedia.org/wiki/Stochastic_matrix

    Intuitively, a stochastic matrix represents a Markov chain; the application of the stochastic matrix to a probability distribution redistributes the probability mass of the original distribution while preserving its total mass. If this process is applied repeatedly, the distribution converges to a stationary distribution for the Markov chain.

  5. Balance equation - Wikipedia

    en.wikipedia.org/wiki/Balance_equation

    For a continuous time Markov chain (CTMC) with transition rate matrix, if can be found such that for every pair of states and = holds, then by summing over , the global balance equations are satisfied and is the stationary distribution of the process. [5]

  6. Markov model - Wikipedia

    en.wikipedia.org/wiki/Markov_model

    The simplest Markov model is the Markov chain.It models the state of a system with a random variable that changes through time. In this context, the Markov property indicates that the distribution for this variable depends only on the distribution of a previous state.

  7. Kolmogorov's criterion - Wikipedia

    en.wikipedia.org/wiki/Kolmogorov's_criterion

    Consider this figure depicting a section of a Markov chain with states i, j, k and l and the corresponding transition probabilities. Here Kolmogorov's criterion implies that the product of probabilities when traversing through any closed loop must be equal, so the product around the loop i to j to l to k returning to i must be equal to the loop the other way round,

  8. Markovian arrival process - Wikipedia

    en.wikipedia.org/wiki/Markovian_arrival_process

    The Markov-modulated Poisson process or MMPP where m Poisson processes are switched between by an underlying continuous-time Markov chain. [8] If each of the m Poisson processes has rate λ i and the modulating continuous-time Markov has m × m transition rate matrix R , then the MAP representation is

  9. Markov Chains and Mixing Times - Wikipedia

    en.wikipedia.org/wiki/Markov_Chains_and_Mixing_Times

    A Markov chain is a stochastic process defined by a set of states and, for each state, a probability distribution on the states. Starting from an initial state, it follows a sequence of states where each state in the sequence is chosen randomly from the distribution associated with the previous state.