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The next term in
a sequence could depend on all the
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previous terms.
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But
things are much simpler if it doesn’t!
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If
it only depends on the previous term it is called “first-
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order”
Markov.
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If
it depends on the two previous terms it is second-
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order
Markov.
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A first order
Markov process for discrete symbols is
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defined by:
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An
initial probability distribution over symbols
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and
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A
transition matrix composed of conditional
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probabilities
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