Last modified on August 14, 2021, at 20:31

Markov chain

A Markov chain, sometimes called a Markov process, is a sequence in which any state in the sequence depends only on the previous state, and is independent of all other states. An example of a Markov process is the random walk problem.

A coin toss is a simple example of a common Markov chain. The weather, viewed simplistically, is another example: the likelihood of whether it rains tomorrow does not depend on whether it rained last week. Word prediction when typing on smart phones is another example. In these processes the prior history is irrelevant to the next state. Put another way, a Markov chain has no memory.

Several parables and miracles in the Bible are illustrations of Markov chains, which can be surprising at first, yet completely logical upon further thought.

An entire field of mathematics developed based on the logic of Markov chains.

See also