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This chapter begins with an introduction to Markov chainsMarkov processesMarkov chain in which different calculations to characterise and analyse a system which has been modelled by a Markov chain are described. Then a varied set of Markov chain problems is proposed and their corresponding solutions are provided. The objective of this chapter is to provide a better understanding of modelling stochastic systemsMarkov processesstochastic systems with Markov chains. Problems are proposed in which the several step transition probabilitiesMarkov processestransition probabilities, long-term stationary probabilitiesMarkov processeslong-term stationary probabilities, first passage timesMarkov processesfirst passage time and mean operation costs should be calculated to be able to compare the various system configuration options to select the most suitable.

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Markov Processes

  • 章节

  • 发表日期：

    2025年

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  • Raul Poler,
  • Josefa Mula,
  • Manuel Díaz-Madroñero,
  • Raquel Sanchis

摘要

This chapter begins with an introduction to Markov chainsMarkov processesMarkov chain in which different calculations to characterise and analyse a system which has been modelled by a Markov chain are described. Then a varied set of Markov chain problems is proposed and their corresponding solutions are provided. The objective of this chapter is to provide a better understanding of modelling stochastic systemsMarkov processesstochastic systems with Markov chains. Problems are proposed in which the several step transition probabilitiesMarkov processestransition probabilities, long-term stationary probabilitiesMarkov processeslong-term stationary probabilities, first passage timesMarkov processesfirst passage time and mean operation costs should be calculated to be able to compare the various system configuration options to select the most suitable.