Markov chains, stochastic processes with discrete states and discrete time, are introduced. Various properties of Markov chains are illustrated and the role of barriers is discussed, including physical examples. Continuous-time processes are then introduced through the master equation.

错误:搜索内容不能为空,请输入英文关键词
错误:关键词超出字数限制,请精简
高级检索

Discrete Stochastic Processes: Markov Chains

  • Guido Boffetta,
  • Angelo Vulpiani

摘要

Markov chains, stochastic processes with discrete states and discrete time, are introduced. Various properties of Markov chains are illustrated and the role of barriers is discussed, including physical examples. Continuous-time processes are then introduced through the master equation.