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2. Suppose that {Y;R 1 are iid random variables such that PW = 1-p and PĢ--1-1-p Define the process (Xn)n-0 by the following recursive relationship Xo = 0 and for n 21. Show that (a) (Xn)2 is a stationary discrete time Markov chain, (b) Find its state space S, and (c) Calculate its transition matrix P (making sure the entries in P are ordered consistently with the ordering you gave for S)The answer is one of the following:

Answers (in random order): 0.6,-2,-1,0, 1,2),5/36, 19/64,15/17.1/3 1-p p 1-p 0 1 00 0 1-p 0 114 0 3/4 1/21/2), 2/31/3). 0 1-p 0 p 0 1-p p 0 010Please be descriptive!! Thank you :)

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markov Chain 2 -I Hele

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