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Markov Chains by Center for Excellence and Equity in Education, Rice University
http://ceee.rice.edu/Books/LA/markov/index.html
This contains a nice example of a 3 by 3 transition matrix. It also has a test question with answer and then some further problems. It is part of a book, most of which is on the web site.

Bioinformatics by Chris Bystroff, Department of Biology and Computer Science, Rensselaer Polytechnic Insitute
http://www.bioinfo.rpi.edu/~bystrc/courses/biol4540/lecture16/sld001.htm
This is a set of slides which give a visual image of some of the formulas and also some pictures of why the process is called a chain.

Markov Chains, Information Retrieval - Artificial Intelligence, Mi Islita
http://www.miislita.com/information-retrieval-tutorial/matrix-tutorial-1-stochastic-matrices.html
This site gives some basic instruction to the matrix terms used in talking about Markov chains. It is quick and might be of interest to those whose matrix algebra is rusty.

Markov Chains, Wikipedia Article
http://en.wikipedia.org/wiki/Markov_chain
A general but very mathy overview.

An Introduction to Stochastic Processes with Applications to Biology

Linda J.S. Allen

Pearson Prentice Hall

This is a sophisticated introduction to the theory of Markov chains, for those who want to see why it all works. It assumes a certain amount of mathematical sophistication and the some knowledge of probability theory and linear algebra.

Markov Chains

James R. Norris

Cambridge Series in Statistical and Probabilistic Mathematics

This is a highly recommended introductory book to markov chains. All reviews of the book claim it is the best written book the reviewers have seen.

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Last modified: July 08, 2007 12:57 PM