3.3.2 Consider two urns A and B containing a total of N balls. An experiment is performed in which a ball is selected at random (all selections equally likely) at time t.t D 1;2; : : :/ from among the totality of N balls. Then, an urn is selected at random (A is chosen with probability p and B is chosen with probability q)

and the ball previously drawn is placed in this urn. The state of the system at each trial is represented by the number of balls in A. Determine the transition matrix for this Markov chain.