(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
Posted: Wed Jul 06, 2022 10:12 am
(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?