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12: Cadenas Markov

Última actualización

30 oct 2022
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- 11.3: El Método de Fourier de Paso Dividido
- 12.1: La cadena de Markov más simple: el juego de voltear monedas

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Una cadena de Markov se refiere a una secuencia (o “cadena”) de eventos discretos, generados de acuerdo con un conjunto fijo de reglas probabilísticas. La propiedad más importante de estas reglas es que sólo pueden referirse al estado actual del sistema, y no pueden depender de los estados pasados del sistema. Las cadenas de Markov tienen numerosas aplicaciones en física, matemáticas y computación. En la mecánica estadística, por ejemplo, las cadenas de Markov se utilizan para describir la secuencia aleatoria de microestados visitados por un sistema que experimenta fluctuaciones térmicas.

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