Let 
be a modified version of the random telegraph process. The process switches between the two states 
with the time between switches following exponential distributions, 
Also, the starting state is determined by flipping a biased coin so that
Pr(X(0)=1) = p and
Pr(X(0)=-1) = 1 - p.
(a) Find Pr(X(t)=1) and Pr(X(t)=-1).
(b) Find the mean function, μX(t).
(c) Find the autocorrelation function RX,X(t1,t2)
(d) Is given process Wss?