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  2. Examples of Markov chains - Wikipedia

    en.wikipedia.org/wiki/Examples_of_Markov_chains

    A game of snakes and ladders or any other game whose moves are determined entirely by dice is a Markov chain, indeed, an absorbing Markov chain. This is in contrast to card games such as blackjack, where the cards represent a 'memory' of the past moves. To see the difference, consider the probability for a certain event in the game.

  3. Markov chain - Wikipedia

    en.wikipedia.org/wiki/Markov_chain

    Since irreducible Markov chains with finite state spaces have a unique stationary distribution, the above construction is unambiguous for irreducible Markov chains. In ergodic theory , a measure-preserving dynamical system is called "ergodic" iff any measurable subset S {\displaystyle S} such that T − 1 ( S ) = S {\displaystyle T^{-1}(S)=S ...

  4. Irreducibility (mathematics) - Wikipedia

    en.wikipedia.org/wiki/Irreducibility_(mathematics)

    It applies in various situations, for example to irreducibility of a linear representation, or of an algebraic variety; where it means just the same as irreducible over an algebraic closure. In commutative algebra, a commutative ring R is irreducible if its prime spectrum, that is, the topological space Spec R, is an irreducible topological space.

  5. Perron–Frobenius theorem - Wikipedia

    en.wikipedia.org/wiki/Perron–Frobenius_theorem

    The theorem has a natural interpretation in the theory of finite Markov chains (where it is the matrix-theoretic equivalent of the convergence of an irreducible finite Markov chain to its stationary distribution, formulated in terms of the transition matrix of the chain; see, for example, the article on the subshift of finite type).

  6. Discrete-time Markov chain - Wikipedia

    en.wikipedia.org/wiki/Discrete-time_Markov_chain

    A Markov chain with two states, A and E. In probability, a discrete-time Markov chain (DTMC) is a sequence of random variables, known as a stochastic process, in which the value of the next variable depends only on the value of the current variable, and not any variables in the past.

  7. Construction of an irreducible Markov chain in the Ising model

    en.wikipedia.org/wiki/Construction_of_an...

    An aperiodic, reversible, and irreducible Markov Chain can then be obtained using Metropolis–Hastings algorithm. Persi Diaconis and Bernd Sturmfels showed that (1) a Markov basis can be defined algebraically as an Ising model [ 2 ] and (2) any generating set for the ideal I := ker ⁡ ( ψ ∗ ϕ ) {\displaystyle I:=\ker({\psi }*{\phi ...

  8. Markov chain mixing time - Wikipedia

    en.wikipedia.org/wiki/Markov_chain_mixing_time

    In probability theory, the mixing time of a Markov chain is the time until the Markov chain is "close" to its steady state distribution.. More precisely, a fundamental result about Markov chains is that a finite state irreducible aperiodic chain has a unique stationary distribution π and, regardless of the initial state, the time-t distribution of the chain converges to π as t tends to infinity.

  9. Continuous-time Markov chain - Wikipedia

    en.wikipedia.org/wiki/Continuous-time_Markov_chain

    This Markov chain is irreducible, because the ghosts can fly from every state to every state in a finite amount of time. Due to the secret passageway, the Markov chain is also aperiodic, because the ghosts can move from any state to any state both in an even and in an uneven number of state transitions.