Timeline for Markov property in simple random walk

Current License: CC BY-SA 3.0

20 events

when toggle format	what		by	license	comment
Mar 4, 2018 at 7:00	comment	added	Paul		No worries... not like there’s carried interest :)
Feb 28, 2018 at 16:02	comment	added	john_w		lol, sorry about the long wait to select your answer. It has almost been two years lol.
Feb 17, 2018 at 8:39	vote	accept	john_w
Dec 24, 2016 at 6:19	history	bounty ended	CommunityBot
Dec 19, 2016 at 5:35	comment	added	Paul		@john w, if you think the answer was satisfactory, would you please consider selecting it as the correct answer?
Dec 18, 2016 at 20:16	history	edited	Paul	CC BY-SA 3.0	added 28 characters in body
Dec 17, 2016 at 20:46	history	edited	Paul	CC BY-SA 3.0	deleted 86 characters in body
Dec 16, 2016 at 19:26	history	edited	Paul	CC BY-SA 3.0	added 97 characters in body
Dec 16, 2016 at 19:01	history	edited	Paul	CC BY-SA 3.0	added 4 characters in body
Dec 16, 2016 at 18:46	history	edited	Paul	CC BY-SA 3.0	added 4 characters in body
Dec 16, 2016 at 18:39	history	edited	Paul	CC BY-SA 3.0	deleted 61 characters in body
Dec 16, 2016 at 18:30	history	edited	Paul	CC BY-SA 3.0	added 497 characters in body
Dec 16, 2016 at 18:25	history	edited	Paul	CC BY-SA 3.0	added 497 characters in body
Dec 16, 2016 at 18:12	history	edited	Paul	CC BY-SA 3.0	edited body
Dec 16, 2016 at 18:02	history	edited	Paul	CC BY-SA 3.0	edited body
Dec 16, 2016 at 16:52	history	edited	Paul	CC BY-SA 3.0	edited body
Dec 16, 2016 at 16:52	comment	added	Paul		Hi John, thanks for the catch, I have edited accordingly. As for your first comment: you're right that I wasn't being very precise. In fact, the concept I am taking advantage of here is that of a filtration, which basically stands for the sum total of all information available up to time t. I will add a more detailed explanation of this to my answer.
Dec 16, 2016 at 7:05	comment	added	john_w		Also sorry do you mean $T_1 = k$ instead of $T_1=n$ in your second "Probability" on the right-hand side of the Law of Total Expectation?
Dec 16, 2016 at 7:03	comment	added	john_w		Hi Paul, the Markov Property I was reading says something above the conditional probability of $X_j$ where $X_j$ is the state of $X$ at time $j$. But it doesn't say anything about the "time that we First Reaches state s", i.e. it doesn't say whether $T_s$ exhibits Markov Property. But it seems the author is trying to say it is using "Markov Property" on the $T_s$.
Dec 16, 2016 at 5:44	history	answered	Paul	CC BY-SA 3.0

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