Amarkov chain is said to be doubly stochastic if both the rows and columns of the transition matrix sum to 1. assume that the state space is {0, 1, . . , m}, and that the markov chain is doubly stochastic and irreducible. determine the stationary distribution π. (hint: there are two approaches. one is to solve π = πp and p i∈s π(i) = 1 in general for doubly stochastic matrices. the other is to first solve a few examples, then make an educated guess about π, and finally show that your guess is correct.)