Journal of Mathematics and Statistics

REPRESENTING MARKOV CHAINS WITH TRANSITION DIAGRAMS

Farida Kachapova

DOI : 10.3844/jmssp.2013.149.154

Journal of Mathematics and Statistics

Volume 9, Issue 3

Pages 149-154

Abstract

Stochastic processes have many useful applications and are taught in several university programmes. Students often encounter difficulties in learning stochastic processes and Markov chains, in particular. In this article we describe a teaching strategy that uses transition diagrams to represent a Markov chain and to re-define properties of its states in simple terms of directed graphs. This strategy utilises the students’ intuition and makes the learning of complex concepts about Markov chains faster and easier. The method is illustrated by worked examples. The described strategy helps students to master properties of finite Markov chains, so they have a solid basis for the study of infinite Markov chains and other stochastic processes.

Copyright

© 2013 Farida Kachapova. This is an open access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.