=+8.36' Alter the chain in Example 8.13 so that q0 = 1 - po = 1 (the other p, and q, still positive). Let B = lim ,, p1 . . . p ,, and assume that ß >0. Define a payoff func-

tion by f(0) = 1 and f(i) =1-f ,. for i>0. If Xo ,..., X ,, are positive, put O„ =n; otherwise let o ,, be the smallest k such that X, = 0. Show that