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    Im not sure which of these are markov chains and which not

    Suppose that X_o, X-1...are independent, identically distributed random variables such that P(X_k=1)=p and P(X_k=0)=1-p. Set S_o=0 Sn=X_1+...X_n,n>=1. In each of the following cases determine whether (Y_n)_(n>=0) is a Markov chain.
    b) Y_n=S_n;
    a) Y_n=S_0+S_1+...S_n;
    a)Y_n=(S_n, S_0+S_1...S_n).
    In the cases where Y_n is a Markov chain, i have to give the state space and the transition matrix. and if its not i have to say why.

    Im really stuck, could you give me some help please?

    I hope yours wasn't due on for 6 like mine.

    c isn't as P(Y4=7|Ysub]3[/sub]=3,Y2=1)=p
    but P(Y4=7|Ysub]3[/sub]=3,Y2=2)=0

    the others are, just try drawing state spaces and get the transition matrix from that. It's not too bad.
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Updated: October 23, 2006

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