# Thread: Markov chain sequence

1. ## Markov chain sequence

Dear
I am stuck with this question. Please help me out how to solve this problem.
Let $\xi = \left( {{\xi _0}, \cdots ,{\xi _n}} \right)$ be Markov Chain with variable X and $f = f(x)\,(x \in X)$ a function. Will the sequence $\left( {f({\xi _0}), \cdots ,f({\xi _n})} \right)$ form a Markov Chain? Will the reversed sequence?