Question
25. Egorov's theorem: Suppose X, X are real valued random variables de- fined on the probability space (Q, B, P). Suppose for all w
25. Egorov's theorem: Suppose X, X are real valued random variables de- fined on the probability space (Q, B, P). Suppose for all w A B, we have X, (w) X(w). Show for every > 0, there exists a set A such that P(A) < and sup X(w)X(w)|0 (n ).
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Financial Algebra advanced algebra with financial applications
Authors: Robert K. Gerver
1st edition
978-1285444857, 128544485X, 978-0357229101, 035722910X, 978-0538449670
