What is the Power Spectrum of a Markov Chain?

[seang]

I'm reading the wikipedia article on them and I can't really get an understanding of what they are.

I'm writing a paper for psychology, and I keep coming across articles that say 'learning can be modeled with markov chains'

what does that mean?

 

[neurocomp2003]

sequence of state probability matrices...mathworld.com is your friend.

 

[mathman]

A Markov chain is a sequence of random variables where the distribution of a given state depends on the immediately preceding state, but not on what happened before then.

 

[saharmonfared]

hi there
I'm trying to find the power spectrum of a markov chain which is the Fourier transform of it's autocorrelation. I'm having trouble with this if anyone can help me out I would appreciate it.
thanks