Markov chain

probability (Named after Andrei Markov) A model of

sequences of events where the probability of an event

occurring depends upon the fact that a preceding event

occurred.

A Markov process is governed by a Markov chain.

In simulation, the principle of the Markov chain is applied

to the selection of samples from a probability density

function to be applied to the model. Simscript II.5 uses

this approach for some modelling functions.

[Better explanation?]

(1995-02-23)