Let {Xn, n ≥ 0} be a Markov chain with three states 0, 1, 2 and has the transition probability matrix, P= [ 3/4  1/4  0        1/4  1/2  1/4        0  3/4  1/4 ]   The initial distribution is, P {Xn; n = 0, 1, 2} = 1/3 a. What is P {X1 = 1| X0 = 2}? b. What is P {X2 = 2| X1 = 1}? c. What is P {X2 = 2, X1 = 1| X0 = 2}?

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