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June 30th, 2010, 02:16 AM   #1
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Covariance and ?

Hello.
Please spend some of your time help me understand what this equation is for
http://yfrog.com/f/j2covariancewithprobabilig/
I understand that there is a covariance in this equation
but I can not understand the part
ar(t)|sr(t),...,

I remember that this "|" has to do with probability one event will appear.. .So, in that case how should I understand the covariance?

I would like to thank you in advance
Best Regards
Alex.
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July 3rd, 2010, 02:26 AM   #2
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Re: Covariance and ?

Hi, nice to meet you.

it also looks like a markov-chain : prob. the state to become alpha_s, knowing the previous states appeared as s1...sn ?
jk22 is offline  
July 15th, 2010, 04:19 AM   #3
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Re: Covariance and ?

I would like to thank you for your reply.
I am sorry I didn't reply for so long period.

Best Regards
Alex
dervast is offline  
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