(6) Give an example of a Markov chain Xn on a countable state space S and a function g on S such that g(Xn) is not a Mar

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6 Give An Example Of A Markov Chain Xn On A Countable State Space S And A Function G On S Such That G Xn Is Not A Mar 1 (19.27 KiB) Viewed 11 times

(6) Give an example of a Markov chain Xn on a countable state space S and a function g on S such that g(Xn) is not a Markov chain. Can you give any conditions on Xn and g which ensure that g(Xn) is a Markov chain?