$$X_k=\{A(k)X_1\}, \mbox{ with } A(k)=b_2A(k-1)+b_1A(k-1)$$$$X_k=\{A(k)X_1\}, \mbox{ with } A(k)=b_2A(k-1)+b_1A(k-2)$$
More about discussing independence, see last chart a the bottom and following paragraph
Vincent Granville
- 3.1k
- 8
- 21
Added an appendix further discussing the stochastic independence assumption
Vincent Granville
- 3.1k
- 8
- 21
Vincent Granville
- 3.1k
- 8
- 21