Let 7, denote the largest zero of X(r) that is less than 1 and let T be

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Let 7, denote the largest zero of X(r) that is less than 1 and let T be the smallest zero greater than Show that

(a) P{T, 1.

(b) P{T y} = (2/) arc sine sly, s

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Stochastic Processes

ISBN: 9780471120629

2nd Edition

Authors: Sheldon M. Ross

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