3.3. Let {V(t) } be the two state Markov chain whose transition probabilities are given by (3.14a-d).

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3.3. Let {V(t) } be the two state Markov chain whose transition probabilities are given by (3.14a-d). Suppose that the initial distribution is

(1 - ir, 7r). That is, assume that Pr { V(0) = 0) = 1 - rr and Pr(V(0) = I) = nr. For 0 < s < t, show that E[V(s)V(t)] = 1r - arPa(t - s), whence Cov[V(s), V(t)] = 1r(1 - 7r)e-(°+'3' ` '

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