Generating Patterns
Section 2 - Page 4
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To initialise such a system, we need to state what the weather
was (or probably was) on the day after creation; we define this
in a vector of initial probabilities, called the vector.
- that is, we know it was sunny on day 1.
We have now defined a first order Markov process consisting of :
- states : Three states - sunny, cloudy,
rainy.
vector :
Defining the probability of the system being in each of the
states at time 0.
-
state transition matrix :
The probability of the weather given the previous day's weather.
Any system that can be described in this manner is a Markov
process.
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