Let Z1, Z2, form a Markov chain, and assume that the distribution of Z1 is the stationary distribution Show that the joint distribution of (Z1, Z2) is the same as the joint distribution of (Zi, Zi 1) for all i 1 For convenience, you may assume that the Markov chain has finite state space, but the result holds in general

Question: Let Z1, Z2, . . . form a Markov chain, and assume that the distribution of Z1 is the stationary distribution. Show that the joint

Let Z1, Z2, . . . form a Markov chain, and assume that the of Z1 is the stationary Show that the joint of (Z1, Z2) is the same as the joint of (Zi, Zi + 1) for all i > 1. For convenience, you may assume that the Markov chain has finite state space, but the result holds in general.

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