Abstract
Prove the statements formulated as Problems 1a, 1b and 1c in the proof of [P}§8.1, Theorem 1].
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Shiryaev, A.N. (2012). Sequences of Random Variables that Form Markov Chains. In: Problems in Probability. Problem Books in Mathematics. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-3688-1_8
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DOI: https://doi.org/10.1007/978-1-4614-3688-1_8
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