Second Library Lunchtime Lecture Explores Markov Chains

24 November 2014 Comments Off on Second Library Lunchtime Lecture Explores Markov Chains


The second Library Lunchtime Lecture of the semester took place on November 20 in the Library Art Gallery. The topic was “Markov and His Chains,” having to do with mathematical theory. The lecture was presented by Prof. Tuğrul Dayar of the Department of Computer Engineering.

Prof. Dayar started the lecture by talking about the life of the Russian mathematician Andrei Andreevich Markov, who was born in Ryazan in 1856 and died in 1922 in St. Petersburg. Throughout the presentation, Prof. Dayar explained the nature and use of Markov chains by setting out various problems as examples.

It was Sergei Natanovich Bernstein (1880-1968) who first used the phrase “Markov chain” in a paper. Markov chains can be seen as a sequence of dependent random variables for which the weak law of large numbers holds.

Markov chains can be used in different areas: for instance, chemistry, economics and finance or internet applications. They can also serve as models to analyze a variety of discrete-event dynamic systems. With the advent and proliferation of improved new technologies, Markov chains have become more useful than ever before.

By using two main examples, the “umbrella” problem and the problem of a queueing station with an unlimited waiting line, Prof. Dayar provided audience members with a clear explanation of the logic and utility of Markov chains. He concluded his talk with a discussion of the Kronecker approach.