Question: Please help me to prove the following question : If X1, X2, . . . is a Markov chain, then it is statistically determined by

Please help me to prove the following question : If X1,

Please help me to prove the following question :

If X1, X2, . . . is a Markov chain, then it is statistically determined by its second-order probability masses: P{Xi = Xi , Xi = Xi}, for any i, j = 1, 2

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