Question: Show that if X1 , X2 , . . . is a Markov chain, then it is statistically determined by its second-order probability masses: P{Xi

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

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