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Which property must hold for the first-order Markov assumption?

  • A.The observations must be independent of one another entirely
  • B.The next state depends only on the current one
  • C.The states must all be observable at the time they are entered
  • D.The transition probabilities must remain constant across time

Answer: B

First-order means the future is conditionally independent of the past given the present state, which is what makes the recursive update possible. Stationarity is a separate assumption, observability distinguishes a Markov chain from a hidden one, and the observations are not independent unconditionally. Keeping the three assumptions apart matters, because a model may well satisfy one and fail another.

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