Markov Models
Overview
Markov models are models of a sequence of random variables {% X_1,X_2,...,X_n %}
where the probability of {% X_n %} given knowledge of {% X_{n-1} %} is independent of
all other prior variables.
{% p(X_n|X_1,...,X_{n-1}) = p(X_n|X_{n-1}) %}
Alternatively
{% p(X_1,X_2,...,X_n) = p(X_1)p(X_2|X_1)...p(X_n|X_{n-1}) %}
Types
