Timeline for Markov property definition
Current License: CC BY-SA 4.0
8 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Nov 2, 2018 at 5:43 | comment | added | coderunner | Ahh, I think that statement clears it up quite a bit for me. Thank you! | |
| Nov 2, 2018 at 5:37 | comment | added | SecretAgentMan | The Markov property is talking about the state of the process in time, not just the states themselves. | |
| Nov 2, 2018 at 5:35 | comment | added | coderunner | sorry about that. Had to add another comment because the first was running too long... | |
| Nov 2, 2018 at 5:35 | comment | added | coderunner | e.g. We have states A and B that directly lead to state C. Is it still correct to say the present state C depends only on the immediate prior state(s) A and B? If no, I think I am confusing myself from translating the math notation to english words. | |
| Nov 2, 2018 at 5:33 | comment | added | SecretAgentMan | @coderunner, if you were at $t-1$ in time then at that moment it would be the present, right? Similarly, if you were at $t-5$ in time, $t-6$ would be the immediate past for the process and $t-4$ would be the future. I'm not sure if that helps... | |
| Nov 2, 2018 at 5:29 | comment | added | coderunner | Thanks for answering. The shifted time index makes sense. I'm still a bit confused. Does this mean that $$P(X_t = x | X_{t-1}, X_{t-2}, X_{t-3},...X_{t0}) = P(X_t | X_{t-1})$$ $$X_{t-1}$$ is considered the "present"? I am still unsure if the statements "The future state depends only on the present state" is equivalent to "The present state depends only on the immediate past state". | |
| Nov 2, 2018 at 5:18 | vote | accept | coderunner | ||
| Nov 2, 2018 at 5:16 | history | answered | SecretAgentMan | CC BY-SA 4.0 |