Consider the stochastic process {Xn}, where Xn are a sequence of independent non-negative integer valued random variables defined by:

Xn={n, with probability 1/n or 0, with probability 1-(1/n)}

a. Describe the random variables Xn, for n=1,2,3:

b. What is E[X2]? What is E[Xn]?

c. Comment on the behavior of Xn as n approaces infinity, what happens to the values of Xn and their associated probabilities?