Question: 20. Let {Xn : n = 0, 1, . . .} be a random walk with state space {0, 1, 2, . . .} and

20. Let {Xn : n = 0, 1, . . .} be a random walk with state space {0, 1, 2, . . .} and transition probability matrix

P = 1 1000 1-p P 0 0 00 1-p 0 P

where 0

P = 1 1000 1-p P 0 0 00 1-p 0 P 0 00 1-p 0 P 00 0 1-p 0 p 0 0 0 1-p 1-p0 p

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