(Kemperman) For any countable partition of (-, ) into Borel sets B 1, 2 define the non-negative,...
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(Kemperman) For any countable partition of (-, ) into Borel sets B 1, 2 define the non-negative, symmetric function by MXX 22 and let (X, X., 21) be iid. random variables with PX8)->0/21, where ,1.Seta, ciju,with > 1.p>1. Prove that if ka->12ks-p and a[1+(klip]>1+pf, then he
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Probability Theory Independence Interchangeability Martingales
ISBN: 9780387406077
3rd Edition
Authors: Yuan Shih Chow, Henry Teicher
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