Exercise 10.1 For the Markov chain {Xn}, prove that Equation (10.2) holds.
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Exercise 10.1 For the Markov chain {Xn}, prove that Equation (10.2) holds.
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Related Book For 
Stochastic Processes With Applications To Finance
ISBN: 9781439884829
2nd Edition
Authors: Masaaki Kijima
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