**Re: Show the limit of a discrete markov chain's distribution converge to a continuous**

How do you get the expression in part b)?

If you are following the hints, you should try to evaluate the CDF of [math] Y^{(N)} [/math] first and take [math] N \to \infty [/math]. Although I have not calculate it, the expression you put down here does not like the CDF of a geometric distribution.