Given a Markov chain (left(X_{n} ight)_{n geq 0}), argue that the times (S_{1}, S_{2}, S_{3}, ldots) of

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Given a Markov chain \(\left(X_{n}\right)_{n \geq 0}\), argue that the times \(S_{1}, S_{2}, S_{3}, \ldots\) of successive visits to a state \(j\), starting from a state \(i\), form a delayed renewal process, as defined in Exercise 8.

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