Question

(b) Let {Xn : n E N} b e a second order Markov chain, 1.e. , for all i,j, in-1,.. . ,i1 and for all n. Transform the state space so that the resulting process s first order Markovian. Please provide a detailed solution. Thanks in advance.

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DATEI 1 PAGE stete sparce is if n-step hauiion pnbabt in state cl be in s addiHon a) transiion after Pİİ The mati x conteining n state tranvition PCn) is MS e all pa probobilit so this all pau cu men r-state to robabliy er is the proces State i will be in statkj ug n-srpDATE ITPAGE cament pobabliyXnsi and futun probats oil be in srate babi (12 and Hence pro of, troms for the srete space so that neeuhug pacess isfirst order nlantcavi anshow ur answer

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Please provide a detailed solution. Thanks in advance. (b) Let {Xn : n E N} b...
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