\documentclass{report}
\author{ImJaviPerez}
\usepackage{tikz}
%\usetikzlibrary{shapes,arrows,positioning}
\usetikzlibrary{automata,arrows,positioning,calc}
\begin{document}
Markov chain:
\begin{center}
\begin{tikzpicture}[->, >=stealth', auto, semithick, node distance=3cm]
\tikzstyle{every state}=[fill=white,draw=black,thick,text=black,scale=1]
\node[state] (A) {$0$};
\node[state] (B)[right of=A] {$1$};
\node[state] (C)[right of=B] {$2$};
\node[state] (D)[right of=C] {$3$};
\path
(A) edge[loop left] node{$1$} (A)
(B) edge[bend left,below] node{$1/3$} (A)
edge[bend left,above] node{$2/3$} (C)
(C) edge[bend left,below] node{$2/3$} (B)
edge[bend left,above] node{$1/3$} (D)
(D) edge[loop right] node{$1$} (D);
%\node[above=0.5cm] (A){Patch G};
%\draw[red] ($(D)+(-1.5,0)$) ellipse (2cm and 3.5cm)node[yshift=3cm]{Patch H};
\end{tikzpicture}
\end{center}
\end{document}
