Random Signals and Processes

Chapter 12: Markov Chains

Dr. Mohammad Rakibul Islam

Professor, EEE Department,
Islamic University of Technology
• Introduction:
• We consider a discrete-value random
sequence {Xn, {n = 0, 1,2, . . .}}
• that is not an iid random sequence.
• In Markov chains Xn+1 depends on Xn, but not
on the earlier values X0, . . . , Xn-1 of the random
sequence.
• To keep things reasonably simple, we restrict
our attention to the case where each X, is a
discrete random variable with range Sx =
{0,1,2, . . .}.