X-Nico

6 unusual facts about Markov chain


Balance equation

For a continuous time Markov chain (CTMC) with transition rate matrix Q, if \pi i can be found such that for every pair of states i and j

For a discrete time Markov chain with transition matrix P and equilibrium distribution \pi the global balance equation is

In probability theory, a balance equation is an equation that describes the probability flux associated with a Markov chain in and out of states or set of states.

Chung Kai-lai

He then transferred to Stanford University in 1961, where he made fundamental contributions to the study of Brownian motion and laid the framework for the general mathematical theory of Markov chains.

Cyclic succession

Based on the Markov chain, the matrix describes the likelihood of future states based on the milieu of present states.

Illiac Suite

The piece consists of four movements, called experiments: the first is about the generation of cantus firmi, the second generates four-voice segments with various rules, the third deals with rhythm, dynamics and playing instructions, and the fourth with various models and probabilities for generative grammars or Markoff chains.


Elliott Waters Montroll

Montroll had an exceptionally varied career: was a Sterling Research Fellow at Yale University where his work on the Ising model of a ferromagnet led him to solve certain Markov chain problems.


see also