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(6) Give an example of a Markov chain Xn on a count able state space S and a function g on S such that g(Xn) is not a Markov chain. Can you give any conditions on X₁ and g which ensure that g(Xn) is a Markov chain?

(6) Give an example of a Markov chain Xn on a count able state space S and a function g on S such that g(Xn) is not a Markov chain. Can you give any conditions on X₁ and g which ensure that g(Xn) is a Markov chain?

Elementary Linear Algebra (MindTap Course List)
Elementary Linear Algebra (MindTap Course List)
8th Edition
ISBN:9781305658004
Author:Ron Larson
Publisher:Ron Larson
Chapter2: Matrices
Section2.5: Markov Chain
Problem 47E: Explain how you can determine the steady state matrix X of an absorbing Markov chain by inspection.
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(6) Give an example of a Markov chain Xn on a countable state space S and a function g on S such that g(Xn) is not a Markov chain. Can you give any conditions on Xn and g which ensure that g(Xn) is a Markov chain?
Transcribed Image Text:(6) Give an example of a Markov chain Xn on a countable state space S and a function g on S such that g(Xn) is not a Markov chain. Can you give any conditions on Xn and g which ensure that g(Xn) is a Markov chain?
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