Provide an Excel worksheet illustrating the invariance principle of Section 1.1.2. To do this, simulate values of
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Provide an Excel worksheet illustrating the invariance principle of Section 1.1.2. To do this, simulate values of some independent r.v.’s, for example, exponential or uniform, construct sums Sk, and then the process Xt(n) (consider only points t = k/n). Provide charts with the graphs of particular realizations of Xt(n). Pay attention how the graphs look for large n.
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