Markov chain Monte Carlo using the Metropolis-Hastings algorithm is a general method for the simulation of stochastic processes having probability densities known up to a constant of proportionality.

Brief review of conditional probability and expectation followed by a study of Markov chains, both discrete and continuous time. Queuing theory, terminology, and single queue systems are studied with ...

Markov's work on chain dependence was motivated by his desire to refute a statement by Nekrasov that pairwise independence of random summands was a necessary condition for the Weak Law of Large ...

A Markov chain can be depicted in a geometric or algebraic manner. The geometric picture is that of a graph, a collections of points (nodes) connected by lines (edges).