Hint. Let & be a discrete-valued r.v. with distribution {ao, a₁,...} and let X₁, X2, ... be independent observations of §. Show that {X₂} is a time-homogeneous MC and give its TPM P. P{Xn+1 =j|Xo = io, ... Xn = in} = P{Xn+1 = j}

Please show all work when answering this question. This is an ungraded question that is used for review so please help. Use the hint if needed.