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Let $?_{0},?_{1},?$ be a sequence of nonnegative numbers such that $?_{j=0}?_{j}=1.$ Consider a Markov chain $X_{0},X_{1},X_{2},?$ with the state space $S={0,1,2,?}$ such that $p_{ij}=?_{j},for allj?S.$ Show that $X_{1},X_{2},?$ is a sequence of i.i.d random variables.