=+and define X# by (35.19). Show that the hypotheses of Theorem 35.5 are satisfied by {X#} but
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=+and define X# by (35.19). Show that the hypotheses of Theorem 35.5 are satisfied by {X#} but that it is impossible to integrate to the limit. Hint: Use
(7.8) and Problem 35.7.
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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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