Suppose that X0, X1, X2, ... form a Markov chain on the state space {1, 2}. Assume that P(X0= 1) = P(X0= 2) = 1/2 and that the matrix of transition probabilities for the chain has the following entries: Q11= 1/2, Q12= 1/2, Q21= 1/3, Q22= 2/3.(a) Find P(X2 = 1).(b) Find the conditional probability P(X2 = 1|X1 = 1).(c) Find the conditional probability P(X1 = 1|X2 = 1).(d) Find limn→∞P(Xn = 1).
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