Art of the Problem | What is a Markov chain? @ArtOfTheProblem | Uploaded 11 years ago | Updated 11 hours ago
What motivated the concept of Markov chains & Markov models? Featuring Plato's theory of forms, Jacob Bernoulli's weak law of large numbers and Central Limit Theorem. This leads to to Andrey Markov's idea that dependent random events also converge on average distributions.
Link to Markov simulator
khanacademy.org/math/applied-math/informationtheory/info-theory/p/markov-chain-exploration
references:
http://www.sheynin.de/download/bernoulli.pdf
http://langvillea.people.cofc.edu/MarkovReprint.pdf?referrer=webcluster&
What motivated the concept of Markov chains & Markov models? Featuring Plato's theory of forms, Jacob Bernoulli's weak law of large numbers and Central Limit Theorem. This leads to to Andrey Markov's idea that dependent random events also converge on average distributions.
Link to Markov simulator
khanacademy.org/math/applied-math/informationtheory/info-theory/p/markov-chain-exploration
references:
http://www.sheynin.de/download/bernoulli.pdf
http://langvillea.people.cofc.edu/MarkovReprint.pdf?referrer=webcluster&