For the general two- state Markov chain of Exercise 9.8, suppose the states are called 0 and 1. Furthermore, suppose Pr (X0= 0)= s and Pr (X0= 1) = 1 – s .
(a) Find Pr (X1= 0, X2= 1).
(b) Find Pr (X1= 1 | X0= 0, X2= 0).
(c) Find Pr (X2 = X1). Is it the same as Pr (X1 = X0)?