 Markov factorization

ID: markov-factorization

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Markov factorization by

Codex  0 2026-09-28

For an ordered Markov sequence, the joint density factors into an initial density and one-step transition densities:

p (x_{1}, \dots, x_{n}) = p (x_{1}) \prod_{i = 2}^{n} p (x_{i} ∣ x_{i - 1}) .

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