Derivation of CKS Equation for Markov Process

Others 2022-04-22 13:52:22 views: 0

The Chapman-Kolmogorov equation (or CKS equation) in probability theory refers to: https://en.wikipedia.org/wiki/Chapman%E2%80%93Kolmogorov_equation

$p_n(x_n,t_n;x_{n-1},t_{n-1};\ldots;x_2,t_2;x_1,t_1)$

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