Consider the Markov chain in Example 7.2, for the case

Chapter , Problem 3

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Consider the Markov chain in Example 7.2, for the case where m = 4, as in Fig. 7.2. and assume that the process starts at any of the four states, with equal probability. Let Yn = 1 whenever the Markov chain is at state 1 or 2, and Yn = 2 whenever the Markov chain is at state 3 or 4. Is the process Yn a Markov chain?

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