AI engineering glossary · Probability
What is markov property?
Markov property: The assumption that, given the present state, the future is independent of the past. It simplifies modelling of sequences because only the current state needs to be tracked. It is the defining assumption of Markov chains and hidden Markov models.
Markov property: an example
In weather modelling with this assumption, tomorrow's forecast depends on today's weather only, not on last week's.
Related terms
More Probability terms
- Markov's inequality
- Maximum likelihood estimation
- Median
- Memoryless property
- Mode
- Monte Carlo simulation
- Monty Hall problem
- Multiplication rule
Where you learn it
Markov property is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.