Any stochastic process for which the probabilities, at any one time, of the different future states depend only on the existing state and not on how that state was arrived at.
Origin
1930s; earliest use found in Transactions of the American Mathematical Society. After German Markoffsche Prozess.
Definition of Markov process in US English:
Markov process
noun
Mathematics
Any stochastic process for which the probabilities, at any one time, of the different future states depend only on the existing state and not on how that state was arrived at.
Origin
1930s; earliest use found in Transactions of the American Mathematical Society. After German Markoffsche Prozess.