Question: Consider a Markov chain with transition probability matrix P = p0 p1 p2 pN pN p0 p1 pN1 pN1 pN p0 pN2 . . .

Consider a Markov chain with transition probability matrix P = p0 p1 p2 pN pN p0 p1 pN1 pN1 pN p0 pN2 . . . . . . . . . . . . p1 p2 p3 p0 where 0 < pi < 1, for all i, and p0 + p1 + + pN = 1. Determine the limiting distribution

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