6. Suppose Xn is a two-state Markov chain with transition probabilities P(0,0) = a, P(0,1) 1 a, P(1, 0) = 1 ß, P(1, 1) = = B. Let Zn = (Xn, Xn+1), n = 0, 1, 2,.... Write down the state space of the Markov chain Zo, Z1, and determine the transition probability matrix. ...