Question: 1.13. I,et Yn be the random vector (Xn' Xn I 1 , , Xn I r 1) Then the vector process {Yn, n E NO}

1.13. I,et Yn be the random vector (Xn' Xn I 1 , , Xn I r 1) Then the vector process {Yn, n E NO} has the ordinary Markov property (trivially generalized to vectors) if and only if {X n, n E lV'o} has the rth-order Markov property.

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