noun
a simple stochastic process in which the distribution of future states depends only on the present state and not on how it arrived in the present state
• Syn: ↑Markoff process
• Hypernyms: ↑stochastic process
• Hyponyms: ↑Markov chain, ↑Markoff chain
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noun also markoff processUsage: usually capitalized M
Etymology: after Andrei Andreevich Markov
: a stochastic process (as Brownian movement) that resembles a Markov chain except that the states are continuous ; also : markov chain
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Statistics.
a process in which future values of a random variable are statistically determined by present events and dependent only on the event immediately preceding.
Also, Markoff process.
[1935-40; after Russian mathematician Andrei Andreevich Markov (1856-1922), who developed it]
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Markov process,
any process based on a Markov chain: »
The interconnection between classical potential theory and Brownian motion depends heavily on the fact that Brownian motion is a Markov process, that is, its present behavior is not influenced by its past behavior (Scientific American).
Useful english dictionary. 2012.