8.19 Suppose that Xn, n ≥ 1, are m-dependent as in Exercise 8.11 and E(Xn) =

μ ∈ (−∞,∞), n ≥ 1. Let τ be a stopping time with respect to Fn =

σ(X1, . . . , Xn) such that E(τ ) < ∞. Show that E(Sτ+m) = {E(τ ) + m}μ.