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Wasseem92 April 25th, 2014 01:38 PM

Markov Chains
Hey guys,

I just have a quick question regarding markov chains, I have always wondered how come we are allowed to add probabilities without subtracting their intersection. For example I know using the matrix we just multiply and add, but wondered due to the main rules of probability that we have to remove the intersection when calculating a union.

Thanks, Wassem

mathman April 26th, 2014 12:40 PM

Probabilities add for disjoint events. Discrete Markov chains - each step there are several possible (disjoint!) outcomes.

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