Highe Transition Probabilities and stributions 7.9 Let Xn be a homogeneous Markov chain with state space {0, 1, 2} and transition prob- abilities given by 0.3 0.4 0.3 P = 0.2 0.8 0.0 0.0 0.3 0.7 (a) What is P(X2 = 0|X₁ = 2)? (b) What is P(X2 = 0|X₁ = 2, Xo = 0)? (c) What is P(X35 = 0|X33 = 2)? (d) What is P(X2 = 0)? (d) What is E(X2), Cov(X1, X2)?

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