Let Xn be a discrete Markov chain with transition matrix P . Show that the m-step...

Question

Question

Let Xn be a discrete Markov chain with transition matrix P . Show that the

m-step transition probabilities are independent of the past.

Hint: it is clear for m=1, apply mathematical induction on m

Answer 1

Answer #1

The given problem is solved using the basic concept of Markov chain.

Answer 2

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