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# Stat150_Spring06_Markov_intro

Course Number: STAT 150, Spring 2008

College/University: Berkeley

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Statistics 150: Spring 2007 February 7, 2007 0-1 1 Markov Chains Let {X0 , X1 , } be a sequence of random variables which take values in some countable set S, called the state space. Each Xn is a discrete random variables that takes one of N possible values, where N = |S|; it may be the case that N = . Definition. The process X is a Markov Chain if it satisfies the Markov condition: P(Xn = s|X0 = x0 , X1 =...

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