Markov Chain - model that describes how the next event depends on the state attained in the previous event
History
Law
If you repeat an experiment independently a large number of times and average the result, you should be close to the expected value.
Andrey Markov vs. Pavel Nekrasov.
This concerns independent events. Nekrasov wanted to prove how this concerns free will —
Markov wanted to prove how the law of large numbers applies to dependent events too and dispute this idea. How he ended the paper: ""
Example he took: predicting whether the next letter in a string of words will be a vowel or consonant using the text Eugene Onegin by Pushkin.
Uses
Even if for Markov this was a pure analysis problem, Markov chains have a widespread usage:
- Modelling nuclear fission?
- Text prediction
- Google search ranking using backlinks to determine the quality of the pages
- How many shuffles does it take to have a truly random deck?
Funny paper title: Problem solving is often a matter of cooking up an appropriate Markov chain