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Additive Markov chain : ウィキペディア英語版 | Additive Markov chain In probability theory, an additive Markov chain is a Markov chain with an additive conditional probability function. Here the process is a discrete-time Markov chain of order ''m'' and the transition probability to a state at the next time is a sum of functions, each depending on the next state and one of the ''m'' previous states. ==Definition== An additive Markov chain of order ''m'' is a sequence of random variables ''X''1, ''X''2, ''X''3, ..., possessing the following property: the probability that a random variable ''X''''n'' has a certain value ''x''''n'' under the condition that the values of all previous variables are fixed depends on the values of ''m'' previous variables only (Markov chain of order ''m''), and the influence of previous variables on a generated one is additive, :.
抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Additive Markov chain」の詳細全文を読む
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