Thread: Markov Chain

For a Markov chain , show that



I know what the Markov property is, but I am worthless at manipulating contidional probabilities like this one. Any place to start would be helpful.

I write down the definition of conditional probability, and no matter which way I try to manipulate it I end up with a gigantic mess. Any help would be appreciated.

This is the one step ahead property.. I think you just have to show an inductive proof.