Markov Chain Expected Value notation.

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I have question to answer regarding $X_n$ where $X_n$ is a Markov chain, $n$=$0$,$1$,$2$,...

I am loking for enter image description here

What I don't understand is what this $3$ on $X_{n+1}$ is! Any ideas?

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$$E((X_{n+1})^3\mid X_n)\text{}$$