Suppose that X0,_X1,X2, .. . is a Markov chair: with three states (called a, b, and c} and transition matrix 1/3 1/2 HE P = 1/4 lid lf . 0 U2 1f2 In the above matrix, the rst row corresponds to state a, the second row corresponds to state b, and the third row corresponds to state c. Suppose that. P(X = o) = 1f2, P(Xu = b) = 3/3, PICXD = e} = 1/8. \f