Representing Markov chains with transition diagrams

aut.relation.endpage154
aut.relation.issue3
aut.relation.startpage149
aut.relation.volume9
aut.researcherKachapova, Farida
dc.contributor.authorKachapova, F
dc.date.accessioned2013-06-07T07:23:43Z
dc.date.available2013-06-07T07:23:43Z
dc.date.copyright2013
dc.date.issued2013
dc.description.abstractStochastic processes have many useful applications and are taught in several university programmes. Students often encounter difficulties in learning stochastic processes and Markov chains, in particular. In this article we describe a teaching strategy that uses transition diagrams to represent a Markov chain and to re-define properties of its states in simple terms of directed graphs. This strategy utilises the students’ intuition and makes the learning of complex concepts about Markov chains faster and easier. The method is illustrated by worked examples. The described strategy helps students to master properties of finite Markov chains, so they have a solid basis for the study of infinite Markov chains and other stochastic processes.
dc.identifier.citationJournal of Mathematics and Statistics, vol.9(3), pp.149 - 154
dc.identifier.doi10.3844/jmssp.2013.149.154
dc.identifier.issn1549-3644
dc.identifier.urihttps://hdl.handle.net/10292/5423
dc.publisherScience Publications
dc.relation.urihttp://dx.doi.org/10.3844/jmssp.2013.149.154
dc.rightsScience Publications publishes a collection of peer-reviewed, open access scientific journals covering all areas of science, technology and medicine. All articles published with Science Publications publishes follow the open access policy which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
dc.rights.accessrightsOpenAccess
dc.subjectTransition diagram
dc.subjectTransition matrix
dc.subjectMarkov chain
dc.subjectFirst passage time
dc.subjectPersistent state
dc.subjectTransient state
dc.subjectPeriodic state
dc.subjectInter-communicating states
dc.titleRepresenting Markov chains with transition diagrams
dc.typeJournal Article
pubs.elements-id143371
pubs.organisational-data/AUT
pubs.organisational-data/AUT/Design & Creative Technologies
pubs.organisational-data/AUT/Design & Creative Technologies/School of Computing & Mathematical Science
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