State & prove Chapman - kolmogrov equations for Markov Chain.
Answers
Answered by
0
which class question is this??person
Answered by
0
Suppose Xn,n=0,1,2,3,..... is a homogeneous Markov Chain. Then
Pm+nij=∑kPmikPnkj
That is, the conditional probability that the Markov Chain goes from state i to state j in m+n steps is equal to the sum of the conditional probabilities of reaching an intermediary state k in m steps and from k reaching state j in n steps. That is
Similar questions