Markov chain X 0 , X 1 , X 2 ,.... has the transition probability matrix and is known to start in state X 0 = 0. Eventually, the process will end up in state 2. What is the probability that when the...

Markov chain X₀, X₁, X₂,.... has the transition probability matrix

and is known to start in state X₀
= 0. Eventually, the process will end up in state 2. What is the probability that when the process moves into state 2, it does so from state 1?