Consider a random walk over 3 webpages, 1, 2, 3. At any step, if the person is at webpage 1, then with probability 1/6, she will go to webpage 2, and with probability 1/6, she will go to webpage 3. If the person is at webpage 2, then with probability 1/2, she will go to webpage 1, and with probability 1/2, she will go to webpage 3. If the person is at webpage 3, then with probability 1/2, she will go to webpage 1, and with probability 1/2, she will go to webpage 2. Let Xt be the webpage the person is browsing at time t, and let us assume she starts from webpage 1 at time 0, i.e., X0 = 1.
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