Let X = {Xn:n= 0,1,...,} be a DTMC on state space S. Define Yn = (Xn,...

Let X = {Xn:n= 0,1,...,} be a DTMC on state space S. Define Yn = (Xn, Xn+1). Prove that Y = {Yn: n = 0,1,2,...} is a DTMC. Specify its state space and the transition matrix.

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orchestra answered 1 year ago

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