Markov Sequence
المؤلف:
Papoulis, A.
المصدر:
"Markoff Sequences." §15-3 in Probability, Random Variables, and Stochastic Processes, 2nd ed. New York: McGraw-Hill,
الجزء والصفحة:
pp. 528-535
16-2-2021
2193
Markov Sequence
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.
الاكثر قراءة في الاحتمالات و الاحصاء
اخر الاخبار
اخبار العتبة العباسية المقدسة
