Example 4.2 (A Communications System) Consider a communications system which transmits the digits 0 and 1. Each digit transmitted must pass through several states, at each of which there is a probability p that the digit entered will be unchanged when it leaves. Letting Xn denote the digit entering the n th stage, then {Xn ,n=0,1,…} is a two-state Markov chain having a transition probability matrix