**Markovian Representations**

In some cases, apparently non-Markovian processes may still have Markovian representations, constructed by expanding the concept of the 'current' and 'future' states. For example, let *X* be a non-Markovian process. Then define a process *Y*, such that each state of *Y* represents a time-interval of states of *X*. Mathematically, this takes the form:

If *Y* has the Markov property, then it is a Markovian representation of *X*.

An example of a non-Markovian process with a Markovian representation is a autoregressive time series of order greater than one.

Read more about this topic: Markov Process

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