Question: Consider a Markov chain An, n 2 0 with the state space S = {1, 2, 3, 4}, Xo = 1, and the transition matrix

Consider a Markov chain An, n 2 0 with the state space S = {1, 2, 3, 4}, Xo = 1, and the transition matrix P = Denote T the first time that Xn, n > 0 hits the state 3 or 4, i.e., T = inf{n > 0 : Xn = 3 or 4}. (a). Compute P(T

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