P[Xn+1 = 2 | Xn = 1] = a, which is a probability between (0,1)
P[Xn+1 = 1 | Xn = 2] = b, which is a probability between (0,1)
P[X5 = 1 | X1 = 1] = ?
This question was asked on Dec 16, 2010 and answered on Dec 17, 2010.
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