=+37.7. Show by a direct argument that W( ., w) is with probability 1 of unbounded variation

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=+37.7. Show by a direct argument that W( ., w) is with probability 1 of unbounded variation on [0,1]: Let Y, = E ?_ , [W(i2-") - W((i - 1)2"")|. Show that Y, has mean 2"/"E[W]]] and variance at most Var[ W ]. Conclude that _P[Y ,,< n]<00.

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Probability And Measure Wiley Series In Probability And Mathematical Statistics

ISBN: 9788126517718

3rd Edition

Authors: Patrick Billingsley

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Question Posted: Sep 11, 2024 03:00 AM

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=+37.7. Show by a direct argument that W( ., w) is with probability 1 of unbounded variation

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Probability And Measure Wiley Series In Probability And Mathematical Statistics

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