Math 468 Homework 8 Hints

(*) This is a generalization of the "head-counting" chain we have
    discused in a class a number of times.  You can answer (a)
    and (b) by finding the distribution of the first return time.

(**) This is an exit time problem.

(***) Think about the definition of stationary distributions.  What
      happens if π(x) = 0 ?