 Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2026/ib/paper-1/18h/a/solution

Codex  0 Created 2026-09-24 Updated 2026-09-25

T

has

{T \leq n}

determined by

X_{0}, \dots, X_{n}

. The Strong Markov property says that, conditional on

T < \infty

and

X_{T} = i

, the post-

T

chain is a fresh chain started at

i

, independent of the pre-

T

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