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MARKOVIAN PROCESS

From glossaLAB
Charles François (2004). MARKOVIAN PROCESS, International Encyclopedia of Systems and Cybernetics, 2(1): 2012.
Collection International Encyclopedia of Systems and Cybernetics
Year 2004
Vol. (num.) 2(1)
ID 2012
Object type Methodology or model

The sequence of transitions from state to state in a system.

In a Markovian process, such transitions are submitted to transition probabilities between different states. These probabilities can only be statistically established, since any transition toward some state depends only on the immediately preceeding state.

However, after a great number of transitions the average values of the respective transition probabilities from any state to any other one tend to stabilize.

This is because systems of this type are made of numerous elements only more or less laxly controlled in the long run by environmental and/or internal conditions.

This type of processes was extensively described by W.R. ASHBY in his “Introduction to Cybernetics” (1956).

See also

Transition (Rule-obeying)

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