=+37.18. Deduce by the reflection principle that (M ,, W,) has density 2(2y =x) - (2y-x)2 exp
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=+37.18. Deduce by the reflection principle that (M ,, W,) has density 2(2y =x)
-
(2y-x)2 exp -
21 on the set where y 2 0 and y 2x. Now deduce from Theorem 37.8 the corresponding limit theorem for symmetric random walk.
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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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