[math] \newcommand{\NA}{{\rm NA}} \newcommand{\mat}[1]{{\bf#1}} \newcommand{\exref}[1]{\ref{##1}} \newcommand{\secstoprocess}{\all} \newcommand{\NA}{{\rm NA}} \newcommand{\mathds}{\mathbb}[/math]

Let [math]\mat{P}[/math] be the transition matrix of a regular

Markov chain. Assume that there are [math]r[/math] states and let [math]N(r)[/math] be the smallest integer [math]n[/math] such that [math]\mat{P}[/math] is regular if and only if [math]\mat {P}^{N(r)}[/math] has no zero entries. Find a finite upper bound for [math]N(r)[/math]. See if you can determine [math]N(3)[/math] exactly.