Five white balls and five black balls are distributed in two urns in such a way that

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Five white balls and five black balls are distributed in two urns in such a way that each urn contains five balls. At each step we draw one ball from each urn and exchange them. Let Xn be the number of white balls in the left urn at time n.

(a) Compute the transition probability for Xn.

(b) Find the stationary distribution and show that it corresponds to picking five balls at random to be in the left urn.

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