Markov Processes
Stochastic process
- movement through a series of well-defined states in a way that involves some element of randomness
- for our purposes,“states” are microstates in the governing ensemble
Markov process
- stochastic process that has no memory
- selection of next state depends only on current state, and not on prior states
- process is fully defined by a set of transition probabilities pij
pij = probability of selecting state j next, given that presently in state i.
Transition-probability matrix P collects all pij