b (source code)
= b
{scope}
For this part and part (c), take $X$ to be $[0,1]$-valued everywhere. The <uniform distribution> gives $\mathbb P(X=1)=0$, but the paper's expression for $Z_n$ is undefined there because $X_n+2^{-n}>1$. Define $Z_n=0$ on $\{X=1\}$. Keep $X_n=\lfloor2^nX\rfloor/2^n$ exactly as printed, including $X_n=1$ on that <null set>; this preserves the exact <sigma-algebra> equality in part (ii). Every slope formula below is asserted on $\{X<1\}$, hence <almost surely>.
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