《随机过程及应用》教案-习题课四答案

设{X(t?),〃 = 0,1,2,・・・}为马氏链，证明P{X⑴=召 | X(2) = x2,X(3)=屯，…,X(n) = xn}= P{X(\) = x}\X(2) = x2]即马氏链的逆序也构