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March 28, 2015

March 28, 2015

Posted by **abdul** on Thursday, March 15, 2012 at 12:33am.

a) Show: If Cn doesn't equal 0 for all n, then C0Y0,C1Y1,....,CNYN is Markov.

b) Give an example of processes C and Y such that at least one Cn is zero and C0Y0,C1Y1,....,CNYN is not Markov.

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