Let N(t) be a renewal process. Show that N(t) + 1 is a stopping time with respect
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Let N(t) be a renewal process. Show that N(t) + 1 is a stopping time with respect to the σ-fields Fn = σ(X1, . . . , Xn), n ≥ 1 [see Section 8.2, above (8.5), for the definition of a stopping time].
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