Solved: Let {Xn : n = 0, 1,...} be a Markov chain with
Chapter , Problem 23(choose chapter or problem)
Let {Xn : n = 0, 1,...} be a Markov chain with state space S. For i0, i1, . . . , in, j S, n 0, and m > 0, show that P (Xn+m = j | X0 = i0, X1 = i1, . . . , Xn = in) = P (Xn+m = j | Xn = in).
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