1. 

   Kato Mayanja Member

   Why is the process not markov ?
   I wrote out
   Xn+1 = Zn+1 + c Zn + c2 Zn-1 + c3 Zn-2 and
   Xn = Zn+ c1 Zn-1+ c2 Zn-2+ c3 Zn-3 and noticed all the Z's needed to compute Xn+1 were included in Xn except Zn+1. So given Xn i take no Z's from Xn-1 , Xn-2 ,...

    

   Kato Mayanja, Apr 10, 2017

   #1
2. 

   Kato Mayanja Member

   What additional info is from say Xn-1 that isnt in Xn that would alter this probability

    

   Kato Mayanja, Apr 10, 2017

   #2

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