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Chapt 12

This document provides an introduction to Markov chains, which are discrete-value random sequences where the next value depends only on the current value and not on previous values. It defines a Markov chain as a discrete-value random sequence where Xn+1 depends on Xn but not earlier values of X0 through Xn-1. It focuses on the case where each variable X in the sequence is a discrete random variable that can take on the values 0, 1, 2, etc.

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96 views2 pages

Chapt 12

This document provides an introduction to Markov chains, which are discrete-value random sequences where the next value depends only on the current value and not on previous values. It defines a Markov chain as a discrete-value random sequence where Xn+1 depends on Xn but not earlier values of X0 through Xn-1. It focuses on the case where each variable X in the sequence is a discrete random variable that can take on the values 0, 1, 2, etc.

Uploaded by

Nazifa Nawer
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPTX, PDF, TXT or read online on Scribd
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Random Signals and Processes

Chapter 12: Markov Chains

Dr. Mohammad Rakibul Islam


Professor, EEE Department,
Islamic University of Technology
• Introduction:
• We consider a discrete-value random
sequence {Xn, {n = 0, 1,2, . . .}}
• that is not an iid random sequence.
• In Markov chains Xn+1 depends on Xn, but not
on the earlier values X0, . . . , Xn-1 of the random
sequence.
• To keep things reasonably simple, we restrict
our attention to the case where each X, is a
discrete random variable with range Sx =
{0,1,2, . . .}.

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