in stochastic processes in statistics ( advanced problem)

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Hi I need your help for the explanation of the following : In the First section 8.1: Definition and construction: in page (304) theorem 8.1.3 and the proof of this theorem in details. in page (304) lemma 8.1.4. There is a proof in the text book but I could not understand it. Can you make it easy and clear. I would understand it step by step. in page ( 305) theorem 8.1.6. Also, there is a proof but it is difficult. Can you explain what is the notations refer to and clarify the proof more ? I would like to improve my knowledge of these theorems. So, can you mention in each theorem about any specific or previous equation you use it within the proof. in page (306) there are two EXERCISES (8.1. 2and 3) Can you solve it? In the Second section 8.2: Markov Property, Blumenthals 0-1 Law: in Page ( 307) theorem 8.2.1 can explain the proof in details. page ( 308) the two exercises (8.2. 1 and 2). Page (309) theorems 8.2.2 and 8.2.3 Can you explain the proof in detail page ( 310) exercises 8.2.4

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