Markov State

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A State is said to be Markov if the Markove property holds:

\[\mathbb{P}[S_{t+1} | S_t] = \mathbb{P}[S_{t+1} | S_1, \dots, S_t]\]

This formula encapsulates the idea that the future is independent of the past given the present. This is pretty powerful idea since all the prior state information except for the present is needed.

Created: 2022-02-03

Emacs 26.1 (Org mode 9.5)