A sequence (X_n) on state space S satisfying the Markov property P(X_{n+1}=y | X_n=x, …) = P(X_{n+1}=y | X_n=x). Stationary distributions, ergodicity, mixing times are core topics.
A sequence (X_n) on state space S satisfying the Markov property P(X_{n+1}=y | X_n=x, …) = P(X_{n+1}=y | X_n=x). Stationary distributions, ergodicity, mixing times are core topics.