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Let {Yn : n 0} be an i.i.d. sequence of Bernoulli(p) random variables. Define Xn = Yn + Yn1, n 1, and X0 = 0.

Let {Yn : n 0} be an i.i.d. sequence of Bernoulli(p) random variables. Define Xn = Yn + Yn1, n 1, and X0 = 0. Is {Xn} a Markov chain? If yes, prove it. If no, prove it.

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