Markov factorization
= Markov factorization
{c}
For an ordered Markov sequence, the joint density factors into an initial density and one-step transition densities:
$$
p(x_1,\ldots,x_n)=p(x_1)\prod_{i=2}^np(x_i\mid x_{i-1}).
$$
= Markov factorization
{c}
For an ordered Markov sequence, the joint density factors into an initial density and one-step transition densities:
$$
p(x_1,\ldots,x_n)=p(x_1)\prod_{i=2}^np(x_i\mid x_{i-1}).
$$