Chapman-Kolmogoroff equation

As we also point out in Appendix E.1.2, the Chapman-KolmogorofF equation is derived under the assumption of small changes in the random processes represented by y. Hence, the Metropolis algorithm proceeds in two consecutive steps, namely. 

Chapman-Kolmogoroff equation in the theory of stochastic processes. 

It is interesting to notice that a simple formula for the addition of transition probabilities exists only in extremely simple models of stochastic processes. An example is the Chapman-Smoluchowski-Kolmogoroff equation.30... 

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