-2
votes
2answers
233 views

Is first order moving average a Markov process?

Given first order moving average $$ x(n) = e(n) + ce(n-1) $$ where $e(n)$ is a sequence of Gaussian random variables with zero mean and unit variance which are independent of each other, and $c$ is ...
3
votes
1answer
2k views

Markov process vs. markov chain vs. random process vs. stochastic process vs. collection of random variables

I'm trying to understand each of the above terms, and I'm having a lot of trouble deciphering the difference between them (note, my mathematics training isn't very strong - so please go easy on the ...
5
votes
3answers
173 views

Does an n-order Markov chain still represent a Markov process?

I am trying to understand Markov processes but am still confused by their definition. In particular, the Wikipedia page gives this example of a non-Markov process. The example is of pulling different ...