This could have gone in the Programmer's Symposium as well, but I'll ask here since it is really about the underlying math. For some background, a Markov chain is a sequence of things where the ...

At its core, a Markov chain is a model for predicting the next event in a sequence based only on its state. It possesses ...

This is a preview. Log in through your library . Abstract If a finite Markov chain (discrete time, discrete states) has a number of absorbing states, one of these will eventually be reached. In this ...

Brief review of conditional probability and expectation followed by a study of Markov chains, both discrete and continuous time. Queuing theory, terminology, and single queue systems are studied with ...

Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 62, No. 1 (2000), pp. 57-75 (19 pages) Hidden Markov models form an extension of mixture models which provides a ...