Question: 1. Problem 15.3 Let {Xn, n = 0,1,...} be a Markov chain. Define the random variables Yn and Un by Yn = X2n and Un

1. Problem 15.3 Let {Xn, n = 0,1,...} be a Markov chain. Define the random variables Yn and Un by Yn = X2n and Un = |Xn|. Do you think the processes

{Yn} and {Un} are always Markov chains?

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