Question: Explain why, for any (stationary) random process, Use the ergodic hypothesis to argue that Thereby conclude that, for a Markov process, all the probability distributions

Explain why, for any (stationary) random process,

lim P(y2, tly) = 8(y - Y). 1-0 (6.12a)

Use the ergodic hypothesis to argue that

Thereby conclude that, for a Markov process, all the probability distributions are determined by the conditional probability P₂(y₂, t|y₁). Give an algorithm for computing them.

lim P(y2, tly) = 8(y - Y). 1-0 (6.12a)

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