Markov Chain Conditional Expectation

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Discussion Overview

The discussion revolves around the concept of conditional expectation in Markov chains, specifically focusing on the equality of certain equations related to the Markov property. Participants seek clarification and intuition regarding these equations and their implications.

Discussion Character

  • Exploratory
  • Technical explanation
  • Conceptual clarification

Main Points Raised

  • Some participants request clarification on the equality of specific equations related to Markov chains.
  • Others explain the Markov property, stating that the probability of the current state depends only on the immediately preceding state, without influence from earlier states.
  • A later reply questions the relevance of the Markov property to understanding the equations in question.
  • Participants inquire about the conditions under which certain probabilities hold true within the context of the Markov property.

Areas of Agreement / Disagreement

The discussion does not appear to reach a consensus, as participants express varying levels of understanding and seek further clarification on the relevance of the Markov property to the equations presented.

Contextual Notes

Participants have not fully resolved the implications of the equations or the conditions under which certain probabilities are valid, leaving some assumptions and dependencies unaddressed.

tunaaa
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Hello, in relation to Markov chains, could you please clarify the following equations:

j5b987.jpg


In particular, could you please expand on why the first line is equal. Surely from
gif.gif
, along with the first equation, this implies that:

2nk01nr.gif


I just don't see why they are all equal. Please could you provide some intuition on this. Thanks
 

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tunaaa said:
Hello, in relation to Markov chains, could you please clarify the following equations:

j5b987.jpg


In particular, could you please expand on why the first line is equal. Surely from
gif.gif
, along with the first equation, this implies that:

2nk01nr.gif


I just don't see why they are all equal. Please could you provide some intuition on this. Thanks

The Markov property is where the probability of the present state n is conditional only on the probability of the immediately preceding state n-1. There's no dependence on prior states n-i for integer i; 1<i\leq n.
 

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OK, sure - but how is that fact relevant to understanding the above equation? Thanks.
 
tunaaa said:
OK, sure - but how is that fact relevant to understanding the above equation? Thanks.

Given the Markov property, if P(X_{n}=j|(X_{0}=j), then under what two conditions could this be true?
 
Last edited:

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