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The formal definition of a single Markov Chain is one with a fixed transition matrix. In practice, many software implementations of Markov models update/modify
by dangerlibrary 12y ago
The formal definition of a single Markov Chain is one with a fixed transition matrix.
In practice, many software implementations of Markov models update/modify the transition matrix as new information becomes available. Formally, you're no longer working with the same Markov chain, but that doesn't mean that the model isn't useful.
- learnstats2 12y agoRight; I don't think this should be described as a Markov Chain variant, since it breaks the fundamental property of a Markov Chain; Any old simulation works in this way.