Introducing Markov Chains Models to Undergraduates

Learning Markov chains requires a variety of skills that are taught in probability theory and mathematics classes. A second year undergraduate possesses these skills to a greater or lesser degree. He/she finds that learning Markov chains involves the understanding of quite a number of new concepts and the applications of skills that he/she may or may not have being taught previously. In general, most students do not find Markov chains models an easy topic. There are many obstacles and difficulties in the learning of Markov chains (Wang 2001). In this paper, the introduction of discrete time and discrete state space Markov chains models with stationary transition probabilities to undergraduates who are in their second year in the university is discussed. In Sections 2, 3 and 4, attempts are made to give some general and specific strategies for the teaching of Markov chains models. A classroom strategy for working out tutorial questions is described in Section 5. In Section 6, some views of students who have taken the course are given. Section 7 lists some concluding remarks.