A stochastic process is -Markov if
for any .
We would prove that
An -Markov stochastic process must be -Markov while is not necessarily -Markov where
N+1 to N First, we prove an (n+1)-Markov stochastic process must be n-Markov.
Proof: Suppose is an -Markov stochastic process. We have
for any , deriving
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