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Timeline for Double Markovity

Current License: CC BY-SA 3.0

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Aug 8, 2014 at 15:39 vote accept math-Student
Jul 29, 2014 at 19:30 answer added math-Student timeline score: 0
Jul 28, 2014 at 23:45 comment added math-Student @AnthonyQuas, yes thats true. You can interpret this double Markov relation in a more compact way: for three random variables $X$, $Y$ and $W$ we have $\Pr(X=x|W=w, Y=y)=\Pr(X=x|Y=y)=\Pr(X=x|W=w)$.
Jul 28, 2014 at 22:53 comment added Anthony Quas Do you mean that you have three random variables $X$,$Y$ and $W$ all defined on the same probability space, such that $\mathbb P(Y=y|X=x,W=w)=\mathbb P(Y=y|W=w)$ and $\mathbb P(W=w|X=x,Y=y)=\mathbb P(W=w|Y=y)$?
Jul 28, 2014 at 22:53 comment added math-Student @geust, I dont know what you mean by the Markov relation you mention ....
Jul 28, 2014 at 22:51 comment added math-Student @RW, the problem asks for the existence of some functions $f$ and $g$ with domains $\mathcal{X}$ and $\mathcal{W}$ which are the alphabets over which two random variables $X$ and $W$ are defined. The ranges can be anything.
Jul 28, 2014 at 22:10 comment added guest does this mean you can have markov relation x->w->y->w->y->w->...?
Jul 28, 2014 at 22:09 comment added R W Could you please specify what are domains and ranges of these functions?
Jul 28, 2014 at 22:00 history asked math-Student CC BY-SA 3.0