=+a, and B, as defined by (5.41). Show that B1 - o2 = O(1/n), so that n-
Question:
=+a, and B, as defined by (5.41). Show that B1 - o2 = O(1/n), so that n- 1N > 1;
with probability 1. Show for a function f on the state space that n-1Ex- , f( X)
> LT; f(i) with probability 1. Show that n 1Ci_ 1 g(Xx, Xx+1) >
Lijm; P ;; g(i, j) for functions g on Sx S.
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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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