Problems in Markov chains - ku
This collection of problems was compiled for the course Statistik 1B. It con-tains the problems in Martin Jacobsen and Niels Keiding: Markovkæder (KUIMS 1990), and more. ... Then {Yn}n≥0 is a stochastic process with countable state space Sk, some-times refered to as the snake chain. Show that {Yn}n≥0 is a homogeneous Markov chain.
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