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2 (4p) Give an example of an irreducible Markov chain, an 2 0, with at least three states, by writing down its transition probability matrix.

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2 (4p) Give an example of an irreducible Markov chain, an 2 0, with at least three states, by writing down its transition probability matrix. Let X0 be equally likely one of the states. Find E [X 1] (2p)

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