# how to show that the X_kn is a markov chain if X_n is a markov chain

• Oct 28th 2008, 05:38 PM
szpengchao
how to show that the X_kn is a markov chain if X_n is a markov chain
$(X_{n})_{n\geq0}$ is a discrete time markov chain with Transition matrix P

show that $(X_{kn})_{n\geq0}$ is a markov chain with transition matrix $P^{k}$
• Oct 28th 2008, 06:29 PM
Plato
Quote:

Originally Posted by szpengchao
$(X_{n})_{n\geq0}$ is a discrete time markov chain with Transition matrix P
show that $(X_{kn})_{n\geq0}$ is a markov chain with transition matrix $P^{k}$

Are you asking for a complete course in Markov chains?
BTW: Markov was real mathematician so please capitalize his name.
You can easily do a web-search on this topic.
• Oct 28th 2008, 07:32 PM
szpengchao
anyone
anyone can try this problem?