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Elements of the Theory of Markov Processes and Their Applications

Published under licence by IOP Publishing Ltd
, , Citation C A Coulson 1961 Phys. Bull. 12 13 DOI 10.1088/0031-9112/12/1/005

0031-9112/12/1/13

Abstract

By A. T. Bharucha-Reid London : McGraw-Hill Publishing Co. Ltd. Pp. xi + 468. Price 89s.

Nearly every branch of physics has to deal with some sort of random process, in which movement from the present to the future is not deterministic, but is given by a series of transition probabilities. If these probabilities do not depend at all upon the past (i.e. How the system came to be in its present state) but solely upon the present (i.e. the state in which it actually is), we speak of a Markov process, in honour of the Russian mathematician A. A. Markov, who died in 1922.

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10.1088/0031-9112/12/1/005