Author Question: The matrix representation for a.. b.. c.. d.. ... (Read 52 times)

scienceeasy · **on:** Aug 1, 2018

The matrix representation for

a.

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b.

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c.

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d.

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Question 2

A discrete-time stochastic process is a Markov chain if for t=0,1,2, ...
a.P(X_t+1=i_t+1X_t= i_t, X_t-1=i_t-1, ... X₁=i₁, X₀=i₀) = P(X_t+1=i_t+1X_t=i_t, X₀=i₀).
b.P(X_t+1=i_t+1X_t= i_t, X_t-1=i_t-1, ... X₁=i₁, X₀=i₀) = P(X_t+1=i_t+1X_t=i_t).
c.P(X_t+1=i_t+1X_t = i_t) = P(X_t=i_tX_t+1=i_t+1).
d.P(X_t+1=i_t+1X_t = i_t , X_t-1=i_t-1, ... X₁=i₁, X₀=i₀) = P(X_t=i_tX_t+1=i_t+1).