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5. Let a 0 be a constant. Assume that a Markov chain Xn has states 0, 1, 2... and i transitions from each i>0

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5. Let a 0 be a constant. Assume that a Markov chain Xn has states 0, 1, 2... and i transitions from each i>0 to +1 with probability 1-2 and to 0 with probability 1 2.ja Moreover, from 0 it transitions to 1 with probability 1. (a) Is this chain irreducible? (b) Assume that Xo = 0 and let R be the first return time to 0 (i.e., the first time after the initial time the chain is back at the origin). Determine a for which 1 f0,0 = P(no return to 0) = P(R = ) = 0. (Hint: use ln(1 + x) x for |x| small.)

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