Let X be a Markov chain on S, and let I S" (0, 1). Show that the distribution of i}, is identical to the distribution 1} n {Xn Xn, Xn+1,..., conditional on {I (X₁,..., Xn) of Xn, Xn+1,... conditional on {Xn = i}. = =

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Q: Please do the questions with handwritten working. I'm struggling to understand what to write

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