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Abnormal really means that it has a probability less than some threshold. So you might have a transition that has a probability of less then 0.1, depending on your situation, you might consider that abnormal even thought that transition does exist. Also a non existent transition would be considered "abnormal" because the probability is 0 in your model.

I've been thinking about doing a part 2 with text analysis and a cool use case would be to detect "abnormal" text from an author because he/she uses strings of words that have a low probability in the rest of their text.

Hope this helps and I'm glad you like the post.




Thanks for the response. Yours is the clearest intro to Markov Chains that I have found.




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