In the commented paper, it was pointed out that a certain set of conditioned probability density functions is both necessary and sufficient to fully describe the state of any classical stochastic process. But the announced set of constraints that those functions are obliged to satisfy was incomplete. Here we elaborate the full set of constraining conditions on the functions, and in so doing we expose the non-Markovian generalization of the Chapman–Kolmogorov equation.
REFERENCES
1.
D. T.
Gillespie
, “Describing the state of a stochastic process
,” Am. J. Phys.
66
, 533
–536
(1998
).
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© 1999 American Association of Physics Teachers.
1999
American Association of Physics Teachers
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