Yousef's Notes
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Probability
Continuous Random Variables
Stochastic Process
Markov Chains
Markov Property
Memoryless Random Variable
Transition Matrix
Counting Process
Sojourn Times
Poisson Process
Queuing Systems
Bayesian Networks
Exponential Distribution
MM1 Queuing System
n-Step Transition Probability
Stationary Distribution
Steady-State Probabilities
Memoryless Random Variable
Memoryless Random Variable
A random variable $X$ is said to be
memoryless
if $$ P(X > t + s \mid X > s) = P(X > t) $$
Markov Property
Transition Matrix
Markov Property