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Suppose Ytrandom variables two values -1 and 1 with equal probability, that is, P{Yt = 1}= 1/2 = P(Yt= -1}, and for each t define

Suppose Ytrandom variables two values -1 and 1 with equal probability, that is, P{Yt = 1}= 1/2 = P(Yt= -1}, and for each t define Xt = 1/2 (Yt-1 +Yt ). Show that X0, X1, ... is not a Markov chain

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