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  3. let xn be the markov chain with states s = {1, 2,

Let Xn be the Markov chain with states S = {1, 2, 3, 4} and transition...

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Advance Math

Let Xn be the Markov chain with states S = {1, 2, 3, 4} andtransition matrix.

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a.) Let X0 = 3 and let T3 be the first time that the Markovchain returns 3, compute P(T3 = 2 given X0=3). Please show all workand all steps.

b.) Find the stationary distribution π. Please show all work andall steps.

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