Chapman–Kolmogorov equation
In mathematics, specifically in the theory of Markovian stochastic processes in probability theory, the Chapman–Kolmogorov equation(CKE) is an identity relating the joint probability distributions of different sets of coordinates on a stochastic process. The equation was derived independently by both the British mathematician Sydney Chapman and the Russian mathematician Andrey Kolmogorov. CKE prominently used in recent Variational Bayesian methods.
Chapman–Kolmogorov equation - Wikipedia Jump to content From Wikipedia, the free encyclopedia Equation from probability theory In mathematics , specifically in the theory of Markovian stochastic processes in probability theory , the Chapman–Kolmogorov equation (CKE) is an identity relating the joint probability distributions of different sets of coordinates on a stochastic process. The equation was derived independently by both the British mathematician Sydney Chapman and the Russian mathematician Andrey Kolmogorov . The CKE is prominently used in recent variational Bayesian methods . Mathemat
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