1. Math
  2. Statistics And Probability
  3. please provide a detailed solution thanks in advance...

Question: please provide a detailed solution thanks in advance...

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(b) Let {Xn : n E N} b e a second order Markov chain, 1.e. , for all i,j, in-1,.. . ,i1 and for all n. Transform the state space so that the resulting process s first order Markovian. Please provide a detailed solution. Thanks in advance.

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