In the theory of Markovian stochastic processes within probability theory, the Chapman-Kolmogorov equation is an identity relating the joint probability distributions of different sets of coordinates on a stochastic process. It was derived independently by the British mathematician Sydney Chapman and the Russian mathematician Andrey Kolmogorov, and it is used prominently in modern variational Bayesian methods. This description is adapted from Wikipedia contributors under CC BY-SA 4.0; changes were made. https://creativecommons.org/licenses/by-sa/4.0/
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1. Chapman-Kolmogorov Equation (Wikipedia)
Chapman-Kolmogorov equation (Wikipedia)
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