For each toss, if it is heads, we assign the value (-1)^n to Xn, and if it is tails, we assign the value (-1)^(n+1) to Xn. Here are a few sample realizations:
Realization 1: H, T, H, T, H, T, ...
Xn: -1, 1, -1, 1, -1, 1, ...
Realization 2: T, H, T, H, T, H,
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