Question: 9. Construct a transition probability matrix of a Markov chain with state space {1, 2, . . . , 8} in which {1, 2, 3}

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

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