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30 Jan 2019
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Math 303 assigment 3: due wednesday, january 30 at start of class: problems to be handed in, let {xn, n 0} be a markov chain with state space s. show that. , xn+1 = in+1, xn 1 = in 1, . = p[xn = j|xn+1 = in+1, xn 1 = in 1] for any n, m 1 and j, in+m, . 2n 1 for any n 1: let {sn, n 0} be a symmetric random walk on z, with s0 = 0. De ned yn = max{sk, 1 k n}, for n 0, prove, thanks to a counterexample, that yn is not a. Markov chain: de ne a markov chain on s = {1, 2, 3, . with transition probabilities pi,1 = i i + 1.

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