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G Process 7.3. Marginal Distribution of Xn - Chapman-Kolmogorov Equations - Urn Sampling - Branching Processes Nuclear Reactors Family Names 7.4 Appendix: Notes on Matrices: I 248 7.1. Introduction: Markov Chains Consider a system which can be in one of a countable number of states 1, 2, 3, . . . . The system is observed at the time points n 0, 1, 2, . . . . Define Xn to be a random variable denoting the state of the system at time n. Suppose the history of the system up to time n is:.

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