ε N 0 1 2 is a sequence of timeindexed RVs X 0 X 1 X 2 with X X t t 0 DiscreteTime Markov Chain DTMC A SP X X t t 0 is a DTMC if for all t ID: 1027553
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1. Stochastic Process (SP): A SP in discrete time t ε N = {0, 1, 2, …} is a sequence of time-indexed RVs X0, X1, X2, …, with X = {Xt, t ≥ 0}.Discrete-Time Markov Chain (DTMC): A SP, X = {Xt, t ≥ 0}, is a DTMC if, for all t, Pr(Xt+1 = j | Xt = a, Xt-1 = b, Xt-2 = c, …) = Pr(Xt+1 = j | Xt = a).Pr(Xt+1 = j | Xt = a, Xt-1 = b, Xt-2 = c, …) = Pr(Xt+1 = j | Xt = a) = Pij
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