For a general $AR(1)$ model given by $y_t=a_0+a_1{y}_{t-1}+lo{n}_t,$ show that the following two equations are equivalent representations of the $AR(1)$ model

a$.(y_t-(\frac{?}{\text{b}\text{a}\text{r}}(y)))=a_1(y_{t-1}-(\frac{?}{\text{b}\text{a}\text{r}}(y)))+lo{n}_t$ where $\frac{?}{\text{b}\text{a}\text{r}}(y)$ is the unconditional mean of the $y_t$ series, and

b$.y_t=\frac{a_0}{1-a_1}+{}_t$ where ${}_t=a_1{}_{t-1}+lo{n}_t$