Correct option is A
Given:
A sequence {Xn} is a Markov Chain.
Formula Used:
Markov property:
P(Xn+1∣X0,X1,…,Xn)=P(Xn+1∣Xn)
Solution:
By the definition of a Markov Chain, the future state depends only on the present state and not on the past states.
Hence,
P[Xn+1=in+1∣X0=i0,X1=i1,…,Xn=in]=P[Xn+1=in+1∣Xn=in].
The correct answer is (a).