Hi,(adsbygoogle = window.adsbygoogle || []).push({});

Hope you can give me an answer regarding this trellis diagram. why in this picture of a general first-order markov chain of 2 states,we should know the prob. of each state at each time?

A general first-order markov chain, can be Time-dependent(non stationary) so Transition prob. can change by time. That's why we have E(time) in the picture. but by having the initial Prob. of each state (P(t=1)), and Transition prob. i can calculate prob. of each state in any given time, so The state probabilities at each time (P(t=2,t=3,...)) are Extra informations. am i right or i ignore something?

pic.Statistics in Volcanology (google books) page 167 MArkov chain

**Physics Forums | Science Articles, Homework Help, Discussion**

Join Physics Forums Today!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

# General first-order markov chain of 2 states

Can you offer guidance or do you also need help?

Draft saved
Draft deleted

**Physics Forums | Science Articles, Homework Help, Discussion**