Showing something is a Markov chain conditional on an event
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I am considering question 19c of this document: https://www.maths.cam.ac.uk/sites/www.maths.cam.ac.uk/files/pre2014/undergrad/pastpapers/2007/Part_IB/PaperIB_1.pdf I am stuck on the first part -showing it is a markov chain, conditional on the event A. I start by supposing that the first time at which the chain reaches 0 is at time N, but I'm not sure how to proceed? Do i consider differen cases according to what n is? Many thanks!
markov-chains conditional-probability
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asked Nov 27 at 11:52
MathematicianP
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