Question: 22. Let {Xn : n = 0, 1, . . .} be a Markov chain with state space S. For i0, i1, . . .

22. Let {Xn : n = 0, 1, . . .} be a Markov chain with state space S. For i0, i1, . . . , in, j

∈ S, n ≥ 0, and m > 0, show that P(Xn+m = j | X0 = i0, X1 = i1, . . . ,Xn = in) = P(Xn+m = j | Xn = in).

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