Show that if X,, X,... is a Markov chain, then it is sta second-order probability masses: P{X, = X. X, = x},

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 31E
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9. |Show that if X,, X2,... is a Markov chain, then it is statistically determined by its
|second-order probability masses: P{X, = Xị , X, = x}, for any i, j = 1, 2,..
Transcribed Image Text:9. |Show that if X,, X2,... is a Markov chain, then it is statistically determined by its |second-order probability masses: P{X, = Xị , X, = x}, for any i, j = 1, 2,..
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