Markov Chains : The Strange Math That Predicts Almost Anything

Discover how Markov chains predict real systems, from Ulam and von Neumann’s Monte Carlo to PageRank, so you can grasp ...
Nature

Monte Carlo Methods and Markov Chain Algorithms

Monte Carlo methods and Markov Chain algorithms have long been central to computational science, forming the backbone of numerical simulation in a variety of disciplines. These techniques employ ...
Nature

Markov Decision Processes and Stochastic Control

Markov decision processes (MDPs) and stochastic control constitute pivotal frameworks for modelling decision-making in systems subject to uncertainty. At their core, MDPs provide a structured means to ...
JSTOR Daily

The Detection of Words and an Ordering for Markov Chains

This paper considers the occurrence of patterns in sequences of independent trials from a finite alphabet; Gani and Irle (1999) have described a finite state automaton which identifies exactly those ...
JSTOR Daily

A Method for Studying the Integral Functionals of Stochastic Processes with Applications: I. Markov Chain Case

This is a preview. Log in through your library . Journal Information Journal of Applied Probability and Advances in Applied Probability have for four decades provided a forum for original research and ...
mccormick.northwestern.edu

ELEC_ENG 422: Random Processes in Communications and Control I

CATALOG DESCRIPTION: Fundamentals of random variables; mean-squared estimation; limit theorems and convergence; definition of random processes; autocorrelation and stationarity; Gaussian and Poisson ...