diff --git a/inputs/lecture_22.tex b/inputs/lecture_22.tex index c1620e9..bf7c7c6 100644 --- a/inputs/lecture_22.tex +++ b/inputs/lecture_22.tex @@ -41,7 +41,7 @@ \end{question} We have \begin{IEEEeqnarray*}{rCl} - \bP[X_1 = 0, X_2 = 0, X_3 = 1] + &&\bP[X_1 = 0, X_2 = 0, X_3 = 1]\\ &=& \bP[X_3 = 0 | X_2 = 0, X_1 = 0] \bP[X_2 = 0, X_1 = 0]\\ &=& \bP[X_3 = 0 | X_2 = 0] \bP[X_2 = 0, X_1 = 0]\\ &=& \bP[X_3 = 0 | X_2 = 0] \bP[X_2 = 0 | X_1 = 0] \bP[X_1 = 0]\\ @@ -63,7 +63,8 @@ More generally, consider a Matrix $P \in (0,1)^{n \times n}$ whose rows sum up to $1$. Then we get a Markov Chain with $n$ states - by defining $\bP[X_{n+1} = i | X_{n} = j] = P_{i,j}$. + by defining + \[\bP[X_{n+1} = i | X_{n} = j] = P_{i,j}.\] \end{example} \begin{definition} @@ -89,8 +90,10 @@ \item $\bP[X_0 = i] = \alpha(i)$ for all $i \in E$, - \item $\bP[X_{n+1} = i_{n+1} | X_0 = i_0, X_1 = i_1, \ldots, X_{n} = i_{n}] - = \bP[X_{n+1} = i_{n+1} | X_n = i_n]$ + \item \begin{IEEEeqnarray*}{rCl} + &&\bP[X_{n+1} = i_{n+1} | X_0 = i_0, X_1 = i_1, \ldots, X_{n} = i_{n}]\\ + &=& \bP[X_{n+1} = i_{n+1} | X_n = i_n] + \end{IEEEeqnarray*} for all $n = 0, \ldots$, $i_0,\ldots, i_{n+1} \in E$ (provided $\bP[X_0 = i_0, X_1 = i_1, \ldots, X_n = i_n] \neq 0$ ). \end{enumerate}