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Markov Chain
High School
Definition
Stochastic process where future depends only on present state (memoryless)
Formulas
P(Xₙ₊₁|Xₙ,...,X₀) = P(Xₙ₊₁|Xₙ)
Transition matrix: P = (pᵢⱼ)
Stationary: πP = π
Examples
Example 1
Random walk
Example 2
Weather model
Example 3
PageRank
Applications
Finance
Genetics
NLP
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