most recent 30 from http://mathoverflow.net 2013-05-23T23:19:44Z http://mathoverflow.net/feeds/question/56792 http://www.creativecommons.org/licenses/by-nc/2.5/rdf http://mathoverflow.net/questions/56792/the-significance-of-markov-property-and-strong-markov-property Qiang Li 2011-02-27T05:29:35Z 2011-02-27T05:29:35Z

<p>I am not sure I truly understand the implications of <strong>Markov property</strong> or, for that matter, the <strong>strong Markov property</strong>. Could anybody here give me some more explanation and examples? I found the example of random walk's generating function given in <em>Markov Chains</em> by <em>J.R. Norris</em> in 1997 is not very clear, especially for the fact that he used different definitions of these two properties.</p> <p>Thanks a lot.</p>