April 2018
Intermediate to advanced
334 pages
10h 18m
English
In short, as per the Markov property, in order to know the information of near future (say, at time t+1) the present information at time t matters.
Given a sequence,
, the first order of Markov says,
, that is,
depends only on
. Therefore, will depend only on . The second order of Markov says, , that is, depends only on