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the distribution of the processes are different though they have same finite dimensional distributions give a...

the distribution of the processes are different though they have same finite dimensional distributions give a example

Let {Xn : n ≥ 0} denote the random walk on 9 cycle. Express it as a random walk on a group (G, ·) with transition probabilities given by pxy = µ(y · x −1 ) for an appropriate distribution µ on G.

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