Hey Drishan.

What have you tried already?

This model is a simple random walk and can be represented with a transition matrix. However be aware that if you don't place bounds on X(n), then you will be dealing with a model where you can potentially have inifinitely many states (there is a really small possibility that this will indeed happen, but it needs to be taken into account).

Anyway this looks like a homework question, so can you please show us what you have tried and what kinds of things were covered in class please.