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Date: 6-2-2016
1936
Date: 3-5-2021
2005
Date: 30-3-2021
1315
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A sequence , , ... of random variates is called Markov (or Markoff) if, for any ,
i.e., if the conditional distribution of assuming , , ..., equals the conditional distribution of assuming only (Papoulis 1984, pp. 528-529). The transitional densities of a Markov sequence satisfy the Chapman-Kolmogorov equation.
REFERENCES:
Papoulis, A. "Markoff Sequences." §15-3 in Probability, Random Variables, and Stochastic Processes, 2nd ed. New York: McGraw-Hill, pp. 528-535, 1984.
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