A note on functions of Markov processes with an application to a sequence of χ2 statistics
Murray A. Cameron · Journal of Applied Probability · 1973
A sufficient condition for a function of a Markov process to be Markovian is obtained by considering a reverse process of the original Markov process. An application of this result provides a simple derivation of the joint distribution of a sequence of Pearson χ 2 statistics previously obtained by Zaharov, Sarmanov and Sevast'ianov (1969).