Timeline for Proving (or disproving) a property for Markov Chains
Current License: CC BY-SA 4.0
3 events
| when toggle format | what | by | license | comment | |
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| Mar 31, 2020 at 18:00 | comment | added | whuber♦ | Leonidas, there's merely a typo here: both sides of the equation should be conditioned on $X_0=2,$ not just the left side. | |
| Mar 31, 2020 at 16:51 | comment | added | Leonidas | If I'm not mistaken, the counter example I posted below disproves this. I believe the issue with your suggestion is that the new stochastic process defined by combining states 3 and 4 into one does not necessarily satisfy the Markov property. | |
| Mar 31, 2020 at 8:10 | history | answered | Ben | CC BY-SA 4.0 |