IfXare iid.rvs with EX, &>, then ET, there is an integer n such that PiS, c) 0.
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IfXare iid.rvs with EX, &>, then ET, there is an integer n such that PiS,
c) 0.
Prove that if is possible and bis recurrent, then be is recurrent. Since every recurrent value is clearly possible, the set Q of recurrent values is an additive group. Show that Qis closed. Thus, if is nonempty, Q-(-, x) or (ne: +2 or Q (01 (the latter only if X is degenerate at 001.
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Related Book For
Probability Theory Independence Interchangeability Martingales
ISBN: 9780387406077
3rd Edition
Authors: Yuan Shih Chow, Henry Teicher
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