*4. Consider a process [Xn, = 0, 1, ...j which takes on the values 0, 1,...

*4. Consider a process [Xn, ç = 0, 1, ...j which takes on the values 0, 1, or 2. Suppose a

ln-l » ..., X0 — /0} —

when ç is even when ç is odd where Ó,· = ï ^ / = Ó7 2=ï^" = 1, / = 0, 1, 2. Is {*„,/!> 0) a Markov chain?

If not, then show how, by enlarging the state space, we may transform it into a Markov chain.