Consider $\xi_n $ are independent, non-negative, equal distributed random variables. Let $S_n = \xi_1 + \dots + \xi_n$. Let $N_t = \max \{n : S_n \le t\}$.
Does there example of such process, which isn't a Markov process?
2026-03-29 10:12:08.1774779128
Non Markov chain process.
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