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# Questions tagged [markov-process]

A stochastic process with the property that the future is conditionally independent of the past, given the present.

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### Mars attack (probability to destroy $n$ spaceships with $k \cdot n$ missiles)

Suppose Earth has been attacked by $n$ Martian spaceships and suppose that we have $m=k \cdot n$ missiles to release against the $n$ spaceships. The probability to hit and destroy each spaceship by ...
8k views

### Solving the Kolmogorov forward equation for transition probabilities

Let $\lambda \mu > 0$ and let $X$ be a Markov chain on $\{1,2\}$ with generators $$Q = \begin{pmatrix} -\mu & \mu \\ \lambda & -\lambda \end{pmatrix}$$ Write down the forward equations ...
337 views

### Measuring dependency of subsequent points from Markov chain

The question is about stimulating different type of species (coded 1-10) based on given species frequencies, and other parameters (eg. mean of normally distributed mass and ratio) using gibbs sampling....
15k views

### Estimating Markov chain probabilities

What would be the common way of estimating MC transition matrix given the timeseries? Is there R function for doing that?
42k views

### Calculate Transition Matrix (Markov) in R

Is there a way in R (a built-in function) to calculate the transition matrix for a Markov Chain from a set of observations? For example, taking a data set like the following and calculate the first ...
2k views

### Can Hidden Markov Models be used to predict next observation?

I am reading up on Hidden Markov Models (HMMs) for my research and would like to know if it is applicable to the problem I wish to tackle. My problem is to detect/estimate the next value of a ...
12k views

### Resources for learning Markov chain and hidden Markov models

I am looking for resources (tutorials, textbooks, webcast, etc) to learn about Markov Chain and HMMs. My background is as a biologist, and I'm currently involved in a bioinformatics-related project. ...
13k views

### Markov Process about only depending on previous state

I would just like someone to confirm my understanding or if I'm missing something. The definition of a markov process says the next step depends on the current state only and no past states. So, let'...
7k views