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Let {Xn : n = 0, 1, 2,...} be a Markov chain with state space S = {0, 1,2} and one-step transition matrix P

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" Let {Xn : n = 0, 1, 2,...} be a Markov chain with state space S = {0, 1,2} and one-step transition matrix P = ONH O ON H O Assume that To (0) = To (2) = -. Find the distribution of X2

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