Solution
= Solution
If $X_{T-1}=0$ almost surely, the definition of $T$ gives $\mathbb P(X_T>0)>0$. Part c then implies $\mathbb P(\xi>0)>0$.
= Solution
If $X_{T-1}=0$ almost surely, the definition of $T$ gives $\mathbb P(X_T>0)>0$. Part c then implies $\mathbb P(\xi>0)>0$.