If is an r.v., then it is said to be memoryless if for any (integers) and ,

How can you tell if something is memoryless???

There are only two distributions that are memoryless:


Definition 1: Memoryless vs Dynamic systems

A system is memoryless, if the instantaneous output value depends only on the input value at time .

A system that is not memoryless is dynamic.

We focus on dynamic systems because they are hard to control.