REPUBLIQUE ALGERIENNE DEMOCRATIQUE ET POPULAIRE

MINISTERE DE L’ENSEIGNEMENT SUPERIEUR ET DE LA RECHERCHE SCIENTIFIQUE

UNIVERSITE MOHAMED BOUDIAF-M’SILA

FACULTE : TECHNOLOGIE
DEPARTEMENT: ELECTRONIQUE
SPECIALITE: STLC

Mini Project

Marcov process

Présente par: Module:

Cheriat Mohamed Achraf Sig, A, Pro, Stoch
Ziam Saad Eddine

Enseignant:
Dr :Z.ZERDOUMI

2023/2024
Introduction:
Markov Processes, named after the Russian mathematician
Andrey Markov, are probabilistic models used to study
sequences of events where the future probability depends
only on the present state and not on the complete history of
previous events. These processes find applications in various
fields such as queuing theory, communication networks,
financial modeling, and much more.
main Features:
Markov Property: Each step in the Markov process is governed by the
Markov property, where the future state depends only on the present
state, regardless of the past.
State sequences: Transitions between states follow specific
probabilities, often represented by a transition matrix.
Discrete or continuous states: Markov Processes can be modeled
with sets of discrete or continuous states, depending on the
application domain.
Types of Markov Processes:
Discrete-time Markov processes: States change at discrete points in
time.
Continuous-time Markov process: States change continuously over
time.
Applications:
Finance: Modeling variations in asset prices.
Speech recognition: Word recognition based on acoustic models.
Biology: Modeling the evolution of genetic sequences.
Communication networks: Modeling network traffic and
performance.

Conclusion:
Markov Processes provide a powerful framework for modeling
dynamic systems where the probability of future events
depends solely on the present state. Their flexibility and their
applicability to many fields make them essential tools for the
modeling and analysis of many real phenomena.
Understanding and mastering these processes allows
predictions and strategies to be developed in various
contexts, paving the way for new advances and applications in
many areas of research and engineering.