=+8.18. (a) Let 7 be the smallest integer for which X, = ig. Suppose that the state
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=+8.18.
(a) Let 7 be the smallest integer for which X, = ig. Suppose that the state space is finite and that the p, are all positive. Find a p such that max;(1 - pii) sp <1 and hence P.[7 > n] ≤p" for all i.
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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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