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How about:
P(U=-1, X=0) = 1/2 P(U=1, X=1) = 1/4 P(U=1, X=-1) = 1/4
\begin{align} P(U=-1, X=0)& = 1/2\\ P(U=1, X=1) &= 1/4\\ P(U=1, X=-1) &= 1/4 \end{align}
