PDF-6CHAPTER1.MARKOVCHAINScertainlytrueforn=0soassumethatitholdsforn.Then(

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2 4CONTENTS Lemma11showsthatthelawofaMarkovchainXXkk0isuniquelydeterminedbyitsinitiallawxPX0xanditstransitionkernelWewritePEtoindicatethatweareconsideringtheMarkovchainwithinitiallaw

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