What is, and what is not, a Markov chain?
This is a purely expository paper, written in response to the increasing use of Markovian models to represent hydrological phenomena. After outlining the more familiar properties of simple (1-step) Markov chains the paper describes non-simple ( k-step) chains and bivariate chains, and discusses some...
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Veröffentlicht in: | Journal of hydrology (Amsterdam) 1974, Vol.22 (1), p.1-28 |
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container_title | Journal of hydrology (Amsterdam) |
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creator | Lloyd, E.H. |
description | This is a purely expository paper, written in response to the increasing use of Markovian models to represent hydrological phenomena. After outlining the more familiar properties of simple (1-step) Markov chains the paper describes non-simple (
k-step) chains and bivariate chains, and discusses some fallacies associated with the transition probabilities of non-Markov chains. Some attention is devoted to the problems of selecting a model for use in practical situations. |
doi_str_mv | 10.1016/0022-1694(74)90092-4 |
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title | What is, and what is not, a Markov chain? |
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