Problems in Markov chains - ku
2. Discrete time homogeneous Markov chains. Problem 2.1 (Random Walks). Let Y0,Y1,... be a sequence of independent, identically distributed random variables on Z. Let Xn = Xn j=0 Yj n = 0,1,... Show that {Xn}n≥0 is a homogeneous Markov chain. Problem 2.2 Let Y0,Y1,... be a sequence of independent, identically dis- tributed random variables on N0.Let X0 = Y0 and
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