Markov Chain: This is a sequence of random events where the probability of the next event depends only on the current event, not the history leading up to it.

Markov property and transition functions. Feller processes. Strong Markov property. Martingale problem and stochastic differential equations, relation with partial differential equations. Diffusion ..

Review of martingale theory, including the Martingale Convergence Theorem, Doob's Optional Sampling Theorem, Doob's maximal ... Stochastic differential equations and their properties (existence and ...

Molecular Psychiatry - The first, second, third and fourth order Markov chain analysis on the amino-acid sequence of human dopamine β-hydroxylase. Skip to main content.

A Markov chain can be depicted in a geometric or algebraic manner. The geometric picture is that of a graph, a collections of points (nodes) connected by lines (edges).

Brief review of conditional probability and expectation followed by a study of Markov chains, both discrete and continuous time. Queuing theory, terminology, and single queue systems are studied with ...

Markov property and transition functions. Feller processes. Strong Markov property. Martingale problem and stochastic differential equations, relation with partial differential equations. Diffusion ..