Suppose that 3 white and 3 black balls are distributedin

Chapter 9, Problem 9.4

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Suppose that 3 white and 3 black balls are distributedin two urns in such a way that each urncontains 3 balls. We say that the system is in statei if the first urn contains i white balls, i = 0, 1, 2, 3.At each stage, 1 ball is drawn from each urn andthe ball drawn from the first urn is placed in thesecond, and conversely with the ball from thesecond urn. Let Xn denote the state of the systemafter the nth stage, and compute the transitionprobabilities of the Markov chain {Xn, n 0}.

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