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Mathematics, 12.02.2020 05:56 djwattam
(a) Directly compute P(X2 = H) and extend that result to show that the process is stationary (we are only looking for the main idea, no need to write a long proof).
(b) Compute H(Xn|Xn−1, . . . , X1) as a function of n and find the limit as n → [infinity].
(c) Compute 1 nH(X1, . . . , Xn) as a function of n and find the limit as n → [infinity]. How does this relate to the result in part (b)?
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(a) Directly compute P(X2 = H) and extend that result to show that the process is stationary (we are...
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