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A stochastic model describing a sequence of possible events in which the probability of each event depends only on the state attained in the previous event.
‘He also took up new topics, writing several papers on probability theory, in particular on Markov chains.’
‘This model represents a Markov chain in which each state is interpreted as the probability that the switch complex is in the corresponding state.’
‘Ecologists have used simple diffusion, correlated random walk, and Markov chain models to describe dispersal data for various insects.’
‘Like the previously discussed models, Markov models have serious limitations.’
‘He applied a technique involving so-called Markov chains to calculate the required probabilities over the course of a long game with many battles.’
Origin
Mid 20th century: named after Andrei A. Markov (1856–1922), Russian mathematician.