=+1.6. Put M(t) = (de15,(w) dw, and show by successive differentiations under the integral that (1.38) M(k)(0)
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=+1.6. Put M(t) = (de15,(w) dw, and show by successive differentiations under the integral that
(1.38)
M(k)(0) = f's(w) do.
Over each dyadic interval of rank n, s,
(c) has a constant value of the form
+1+1+ . .. + 1, and therefore M(t)=2-"Eexpt(+1+1+ . .. +1), where the sum extends over all 2" n-long sequences of + 1's and - 1's. Thus
-
(1.39)
M(1)=
-
= (cosht)".
2
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Related Book For
Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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