Markov Chains and Markov Jump Processes
Guddu Kumar · 2014
A Markov process is a random process in which the future is independent of the past, given the present. Thus, Markov processes are the natural stochastic analogs of the deterministic processes described by differential and difference equations. They form one of the most important classes of random processes. This thesis is about Markov Chains, Martinle, Markov Chain Monte Carlo (MCMC), Markov Processes and Second Order Processes.