Generating Function
1. **Stating the problem:** We have a generating function $$G_X(s) = \sum_{k=0}^{\infty} P(X=k)s^{k}$$ with $$G(s) = \frac{1}{3} + \frac{1}{3}s + \frac{1}{3}s^{2}$$. We want to find the expectation $$E[X]$$ and variance $$Var(X)$$ using the formulas:
$$E[X] = G'_X(1)$$
$$Var(X) = G''_X(1) + G'_X(1) - (G'_X(1))^{2}$$
2. **Find the first derivative $$G'(s)$$:**
$$G(s) = \frac{1}{3} + \frac{1}{3}s + \frac{1}{3}s^{2}$$
Taking derivative term-by-term,
$$G'(s) = 0 + \frac{1}{3} + \frac{2}{3}s = \frac{1}{3} + \frac{2}{3}s$$
3. **Calculate $$G'(1)$$:**
$$G'(1) = \frac{1}{3} + \frac{2}{3} \times 1 = \frac{1}{3} + \frac{2}{3} = 1$$
So, $$E[X] = 1$$.
4. **Find the second derivative $$G''(s)$$:**
$$G''(s) = 0 + 0 + \frac{2}{3} = \frac{2}{3}$$
5. **Calculate $$G''(1)$$:**
$$G''(1) = \frac{2}{3}$$
6. **Calculate variance $$Var(X)$$:**
By the formula,
$$Var(X) = G''(1) + G'(1) - (G'(1))^{2} = \frac{2}{3} + 1 - 1^{2} = \frac{2}{3} + 1 -1 = \frac{2}{3}$$
So, $$Var(X) = \frac{2}{3}$$.
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7. **Regarding matrix $$P$$:**
Given
$$P = \begin{pmatrix} 0.5 & 0.3 & 0.2 \\ 0.1 & 0.6 & 0.3 \\ 0.4 & 0.0 & 0.6 \end{pmatrix}$$
Calculate $$P^{(3)} = P^{(2)} P$$ as:
- First calculate $$P^{(2)} = P \times P$$.
- Then $$P^{(3)} = P^{(2)} \times P$$.
8. **Stationary distribution $$\pi = (\pi_1, \pi_2, \pi_3)$$:**
Solve
$$\pi P = \pi$$
with
$$\pi_1 + \pi_2 + \pi_3 = 1$$.
This involves solving the system:
$$\pi_1 = 0.5\pi_1 + 0.1\pi_2 + 0.4\pi_3$$
$$\pi_2 = 0.3\pi_1 + 0.6\pi_2 + 0\pi_3$$
$$\pi_3 = 0.2\pi_1 + 0.3\pi_2 + 0.6\pi_3$$
Together with $$\pi_1 + \pi_2 + \pi_3 = 1$$.
9. **Fundamental matrix $$N = (I - Q)^{-1}$$:**
Where $$Q$$ is a submatrix of $$P$$ representing transient states if given in a Markov chain context.
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### Final answers:
**Expectation:** $$E[X] = 1$$
**Variance:** $$Var(X) = \frac{2}{3}$$