=+37.3. 1 For each n define new variables W (t) by setting W.(k/2) = W(k/2) for dyadics
Question:
=+37.3. 1 For each n define new variables W (t) by setting W.(k/2") = W(k/2") for dyadics of order n and interpolating linearly in between. Set 8, =
sup, s "|Wn+ ((t)- W,(r)|, and show that
-
+
-
max
-
0≤k
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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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