Question: 8. Construct a transition probability matrix of a Markov chain with state space {1, 2, . . . , 8} in which {1, 2, 3,

8. Construct a transition probability matrix of a Markov chain with state space {1, 2, . . . , 8} in which {1, 2, 3, 4} is transient having period 4, {5} is aperiodic transient, and {6, 7, 8} is recurrent having period 3.

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