Q2 (10 points)
Let $\{X_n: n = 0, 1, 2, ...\}$ be a Markov chain with state space $\{2, 3, 4, 5, 6, 7\}$ and transition probability matrix
$P = \begin{pmatrix}
0 & 1 & 0 & 0 & 0 & 0 \\
\frac{1}{5} & 0 & \frac{4}{5} & 0 & 0 & 0 \\
0 & \frac{2}{5} & 0 & \frac{3}{5} & 0 & 0 \\
0 & 0 & \frac{3}{5} & 0 & \frac{2}{5} & 0 \\
0 & 0 & 0 & \frac{4}{5} & 0 & \frac{1}{5} \\
0 & 0 & 0 & 0 & 1 & 0
\end{pmatrix}$
Assume that $X_0 = 3$.
[5] (a) Find the approximate distribution of $X_{2n}$ as $n$ tends to infinity.
[5] (b) Find the approximate distribution of $X_{2n+1}$ as $n$ tends to infinity.