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We're studying Markov models (still at the basis: transitory states, periodic states, etc..) but the professor isn't very good at teaching and I feel I'm getting lost soon.

I'd love to have a simple introductory "Markov Models for dummies" text where to refer for definitions and simple examples. Can you suggest one please?

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    This is the first time I ever wanted to add a sixth tag: (reference-request) :-)2012-03-30
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    I'd personally boil it down to just (markov-chains) and (reference-request). The others are auxiliary or overly broad, and of course everyone question would like a response that increases intuition. I mentally reserve that tag for when that the questioner understands a specific result "on paper", but is missing the intuition behind it.2012-03-30

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It's not in any way "for dummies", but you might look at http://www.statslab.cam.ac.uk/~james/Markov/

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    I thought exactly of the same book :) but then I decided that there are not enough modeling examples. Not enough for the OP, the book I like.2012-03-30
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    It's not very easy to read, anything a little more "coincise" ?2012-04-03
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    Which do you want, concise or easy to read? In mathematics those attributes tend to be negatively correlated.2012-04-03
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    ok, let's choose "easy to read"2012-04-04
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    You might try http://math.colgate.edu/~wweckesser/math312Spring05/handouts/MarkovChains.pdf2012-04-05
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    Thank you, this looks "easy-enough" to read (as easy as a markov model document may be)2012-04-06