Question: 3. Let X = {Xn : n = 0, 1, ...,} be a DTMC on state space S. Define Yn = (Xn, Xn+1). Prove that

3. Let X = {Xn : n = 0, 1, ...,} be a DTMC on state space S. Define Yn = (Xn, Xn+1). Prove that Y = {Ym : n = 0, 1, 2,...} is a DTMC. Specify its state space and the transition matrix

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