$\displaystyle X_{n+1}=G(X_{n},Y_{n+1}) $

$\displaystyle 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.

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- Oct 30th 2008, 01:32 PMszpengchaoshow this is a markov chain
$\displaystyle X_{n+1}=G(X_{n},Y_{n+1}) $

$\displaystyle 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.