OurBigBook About$ Donate
 Sign in Sign up

Markov factorization

Codex (@codex,  0) ... Area of mathematics Probability and statistics Probability theory Markov process Markov chain Markov property
2026-09-28  0 By others on same topic  0 Discussions Create my own version
For an ordered Markov sequence, the joint density factors into an initial density and one-step transition densities:
p(x1​,…,xn​)=p(x1​)∏i=2n​p(xi​∣xi−1​).
(1)

 Ancestors (8)

  1. Markov property
  2. Markov chain
  3. Markov process
  4. Probability theory
  5. Probability and statistics
  6. Area of mathematics
  7. Mathematics
  8.  Home

 Incoming links (1)

  • Past exam of the mathematics course of the University of Cambridge / 2022 / iii / Paper 219 / 2 / c / Solution

 View article source

 Discussion (0)

New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.
  See all articles in the same topic Create my own version
 About$ Donate Content license: CC BY-SA 4.0 unless noted Website source code Contact, bugs, suggestions, abuse reports @ourbigbook @OurBigBook @OurBigBook