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ConceptMarkov Chain / 马尔科夫链 / k阶马尔可夫链

Markov Chain

A class of stochastic processes whose core property is that the conditional distribution of the current state depends only on a finite number of past states. A k-th order Markov chain depends on the most recent k states; a first-order chain satisfies the memoryless property that, given the current state, the future is independent of the past.

Timeline (last 90 days)

Oct 12

A research paper analyzes the convergence of Markov chains under the framework of Hilbert space embedding geometry induced by positive definite kernels, namely Maximum Mean Discrepancy (MMD).

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Oct 12

For a reversible Markov chain, the largest eigenvalue of the transition operator is 1, the absolute value of the second largest eigenvalue is denoted λ₂, and the spectral gap is defined as 1−|λ₂|.

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Oct 12

This paper extends the classical least squares framework of source conditions and capacity conditions to the setting of data-dependent (Markov chain trajectory) sampling.

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Oct 7

The paper proves that for finite-order Markov chains, the minimum memory length is upper-bounded by the Markov order.

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Oct 7

A k-th order Markov chain is a stochastic process in which the conditional distribution of the current state depends only on the most recent k historical states and is independent of earlier history.

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Sep 27

Markov chains and their variants remain continuously active as foundational tools for probabilistic inference, and have regained attention in the theoretical analysis of diffusion models.

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