STAT333 Lecture Notes - Lecture 9: Markov Chain
Document Summary
A discrete time stochastic process is often denoted un n o c if was its the markov property state space 5 is discrete and it is called dtmc. Kei xnixanes conditional probability does not depend on history kn i if xml. Plex i xo change over time we call this default for this coursed. Intuition given present state the past and thefuture are independent future depend on the proias result only through the current state. I sn sn so so o if say f sat i. P xn l i sn sn ooo so so p xm d. So o can remove condition as si un notindiplet. P sati sntl isn sn p xna d so d for case sm sntl similarity pls. Ksnt sn l l sn sn pc n. Pcxm j xn i n o l ooo one step transition probability the dtmco.
