Results 1 to 3 of 3

Math Help - how to show that the X_kn is a markov chain if X_n is a markov chain

  1. #1
    Senior Member
    Joined
    Feb 2008
    Posts
    321

    how to show that the X_kn is a markov chain if X_n is a markov chain

     (X_{n})_{n\geq0} is a discrete time markov chain with Transition matrix P


    show that  (X_{kn})_{n\geq0} is a markov chain with transition matrix  P^{k}
    Follow Math Help Forum on Facebook and Google+

  2. #2
    MHF Contributor

    Joined
    Aug 2006
    Posts
    18,666
    Thanks
    1617
    Awards
    1
    Quote Originally Posted by szpengchao View Post
     (X_{n})_{n\geq0} is a discrete time markov chain with Transition matrix P
    show that  (X_{kn})_{n\geq0} is a markov chain with transition matrix  P^{k}
    Are you asking for a complete course in Markov chains?
    BTW: Markov was real mathematician so please capitalize his name.
    You can easily do a web-search on this topic.
    Follow Math Help Forum on Facebook and Google+

  3. #3
    Senior Member
    Joined
    Feb 2008
    Posts
    321

    anyone

    anyone can try this problem?
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. Markov Chain of random variables from a primitive markov chain
    Posted in the Advanced Statistics Forum
    Replies: 0
    Last Post: October 19th 2011, 08:12 AM
  2. Markov chain
    Posted in the Advanced Statistics Forum
    Replies: 1
    Last Post: April 16th 2010, 11:56 AM
  3. Show that the Markov chain is irreducible.
    Posted in the Advanced Statistics Forum
    Replies: 2
    Last Post: October 7th 2009, 02:59 AM
  4. how can u show this markov chain is recurrent
    Posted in the Advanced Statistics Forum
    Replies: 0
    Last Post: November 26th 2008, 12:56 AM
  5. show this is a markov chain
    Posted in the Statistics Forum
    Replies: 0
    Last Post: October 30th 2008, 01:32 PM

Search Tags


/mathhelpforum @mathhelpforum