3.1 From States to Markov Chains

3.1 从状态到马尔可夫链

马尔可夫链(Markov Chain)

• A Markov chain describes a discrete stochastic process at successive times. The transitions from one state to all other states, including itself, are governed by a probability distribution

  马尔科夫链描述了一个连续时间的离散随机过程。从一个状态到所有其他状态的转换，包括其本身，都由一个概率分布所支配

• t时刻状态的概率分布由且仅由前有限个m时刻状态的概率分布来决定

  ——M阶马尔可夫链

  

• A chain of random variables in which the next one depends (only) on the current one

  一条随机变量链，其中下一个随机变量（仅）取决于当前随机变量。

  当前的状态与且只与前一个状态相关 —— 一阶马尔可夫链

  

  转移概率(Transition Probability)