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    Question on Discrete Parameter Markov Chains

    It is no longer necessary for you to answer this question as I have just discovered the answer elsewhere.
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    Question on Discrete Parameter Markov Chains

    I am required to find a formula expressing the probability of return to some state in a Markov chain at time n in terms of the probability of return to that state at time n - k and the probability of first return at time k. I cannot find this in my notes, and I have tried looking at several...
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