Chapman-Kolmogorov test

Summary

The Chapman-Kolmogorov test is used to evaluate the appropriateness of a specific lag time when building Markov state models and when running time-lagged independent component analysis. It states that an appropriate lag time $\tau$ when building a transition matrix $\mathbf{P}$ should meet the condition $\mathbf{P}(n\tau )={\left(\mathbf{P}(\tau )\right)}^n$.