For a Markov chain (X,, n 0}, show that = = P{XX,,, for all jk} = P{X

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For a Markov chain (X,, n 0}, show that = = P{XX,,, for all jk} = P{X = ixxx-1=ix-1, xk+1 = ik+1}

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Stochastic Processes

ISBN: 9780471120629

2nd Edition

Authors: Sheldon M. Ross

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