4 ms·
Indicator RVs are introduced on p738 & used all over the book. But on p788, he proves Markov without mentioning indicators. Typically, you create an indicator f
by dxbydt 12y ago
Indicator RVs are introduced on p738 & used all over the book. But on p788, he proves Markov without mentioning indicators. Typically, you create an indicator for the (R>=x) event, compute its expected value & voila Markov! Somewhat atypical.