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2. A Markov chain Xo, X1; ... on states 0, 1, 2 has the transition probability matrix 0.6 0.3 0.1 P = 0.3 0.3 0.4

2. A Markov chain Xo, X1; ... on states 0, 1, 2 has the transition probability matrix 0.6 0.3 0.1 P = 0.3 0.3 0.4 0.4 0.1 0.5 If it is known that the process starts in state 2 (that is, Xo = 2), determine the probability P(Xo = 2, X1 = 0, X2 = 2)

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