Exercise 12.62 Consider Exercise 12.61 with the difference that pi,i+1 = pi,i1 i + 1 i for i 1, where >

Exercise 12.62 Consider Exercise 12.61 with the difference that pi,i+1 = pi,i−1



i + 1 i

α

for i ≥ 1, where α > 0. Find the probability P0(Xn ≥ 1 for all n ≥ 1) in terms of α.