Markov Property (Memorylessness)

October 16, 2018

Visualization of a Brownian process (Wiener Process) in 3-dimensions for time t=0 to t=2. Brownian motion has the Markov property, or "memorylessness". The conditional probability distribution of future states of such a process depends only upon the present state, not on the sequence of events that preceded it. The Hidden Markov Model, a type of probabilistic graphical model, exhibits the Markov property in its internal representations.

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Source: Wikipedia

Source URL: https://en.wikipedia.org/wiki/Markov_property

ID: markov-property-memorylessness

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