- #1

mathman

Science Advisor

- 8,104

- 560

- TL;DR Summary
- Requirement for Markov chain.

Given events ##X_i## and the following: ##P(X_3|X_1,X_2)=P(X_3|X_2)## and ##P(X_4|X_1,X_2,X_3)=P(X_4|X_3)## prove ##P(X_4|X_1,X_2)=P(X_4|X_2)##?

Special case proof: Finite number of possibilities for each ##X_i##. Transition matrix from ##X_2## to ##X_4## is product of transitions from ##X_2## to ##X_3## to ##X_4##. Generalize?

Special case proof: Finite number of possibilities for each ##X_i##. Transition matrix from ##X_2## to ##X_4## is product of transitions from ##X_2## to ##X_3## to ##X_4##. Generalize?

Last edited: