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MathematicalPhysicist

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## Main Question or Discussion Point

We are given two states 1,2 in an irreducible and positive recurrent Markov chain, and their stationary probabilities [tex]\pi_1[/tex] and [tex]\pi_2[/tex] respectively, try to characterise in general the probability (distribution) of the number of visits in state 2 after two consecutive visits in state 1.

Any hints?

Any hints?