Extension of the law of large numbers to dependent quantities [Rasprostranenie zakona bol'shih chisel na velichiny, zavisyaschie drug ot druga]¶
Markov, A. A. (1906). Extension of the law of large numbers to dependent quantities [Rasprostranenie zakona bol'shih chisel na velichiny, zavisyaschie drug ot druga]. Izvestiia Fiziko-Matematicheskogo Obschestva pri Kazanskom Universitete (Bulletin of the Society of Physics and Mathematics, Kazan), 135-156.
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Primes¶
- Markov Process
- A Markov process embodies the memorylessness (Markov) property: the future evolution of a system is conditionally independent of its entire past history given its present state, an idea first made rigorous by Markov (1906) in his study of dependent sequences of random variables.
This sourceOriginal rigorous treatment of chained/dependent sequences of random variables; the historical origin of the memorylessness (Markov) property.
- A Markov process embodies the memorylessness (Markov) property: the future evolution of a system is conditionally independent of its entire past history given its present state, an idea first made rigorous by Markov (1906) in his study of dependent sequences of random variables.
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