خاصیت مارکوف

${\displaystyle \mathrm{P}\mathrm{r}[X(t+h)=y|X(s)=x(s),\mathrm{\forall }s\le t]=\mathrm{P}\mathrm{r}[X(t+h)=y|X(t)=x(t)],\mathrm{\forall }h>0.}$

${\displaystyle P\{X_{n+1}|X_0=x_0,X_1=x_1,...,X_n=x_n\}=P\{X_{n+1}|X_n=x_n\}}$