Markovian

Markov +‎ -ian, named for the Russian mathematician Andrey Markov.

• (US) IPA^(key): /mɑɹˈkoʊvi.ən/

Markovian (not comparable)

1. (statistics, of a process) Exhibiting the Markov property, in which the conditional probability distribution of future states of the process, given the present state and all past states, depends only upon the present state and not on any past states.
   • 1992, Casella and George, Explaining the Gibbs Sampler, in: The American Statistician 46(3) 167–174

     It is not immediately obvious that a random variable with distribution ${\displaystyle f(x)}$ can be produced by the Gibbs sequence of (2.3) or that the sequence even converges. That this is so relies on the Markovian nature of the iterations, which we now develop in detail for the simple case of a 2 × 2 table with multinomial sampling.

   • 2018, Guidolin and Pedio, Essentials of Time Series for Financial Applications, Academic Press:

     AR(p) models are simple univariate devices to capture the often-observed Markovian nature of financial and macroeconomic data […]

• Markovianity
• non-Markovian
• time-homogeneous Markovian type
• time-independent Markovian type

• Markov property on Wikipedia.Wikipedia