Question: 1.12. A process {Xn, n E NO} is said to possess the rth-order Markov property, where r 2: 1, iff (6) is replaced by 2P{Xn+l

1.12. A process {Xn, n E NO} is said to possess the "rth-order Markov property", where r 2: 1, iff (6) is replaced by 2P{Xn+l E B I Xo, ... , Xn} = 9'{Xn+l E B I Xn, ... , Xn-r+d for n 2: r -1. Show that if r < s, then the rth-order Markov property implies the sth. The ordinary Markov property is the case r = 1.

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