You are going to successively flip a coin until the pattern HHT appears;that is, until you observe two successive heads followed by a tail. WhenHHT appears the game ends. In order to calculate some properties ofthis game, you set up a Markov process with the following states: S, H,HH, and HHT, where S represents the starting point, H represents asingle observed head, HH represents two successive heads, and HHT isthe sequence you are looking for. Observe that if you have just tosseda tails, followed by a heads, a next toss of a tails effectively starts youover again in your quest for the HHT sequence. Set up the transitionprobability matrix.