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# Markov Chains watch

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

Suppose that are independent, identically distributed random variables such that . Set . In each of the following cases determine whether (Y_n)_(n>=0) is a Markov chain.
a);
b) ;
a) ;
a).
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?
2. 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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