# show this is a markov chain

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• October 30th 2008, 01:32 PM
szpengchao
show this is a markov chain
$X_{n+1}=G(X_{n},Y_{n+1})$

$Y_{1},Y_{2},...$ is a sequence of indepdent random variables, uniformly distributed on [0,1].

show Xn is a markov chain. and find its transition matrix.