For a Markov chain {X n : n = 0, 1,...} with state space {0, 1, 2,...} and transition probability matrix P = (p ij ), let p be the probability mass function of X 0 ; that is, p(i) = P (X 0 = i), i =...

For a Markov chain {X_n
: n = 0, 1,...} with state space {0, 1, 2,...} and transition probability matrix P = (p_ij
), let p be the probability mass function of X₀; that is, p(i) = P (X₀
= i), i = 0, 1, 2, . . . . Find the probability mass function of X_n.