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6. Let $1, $2, . .. be a sequence of independent Exp(1) random variables. Define Sn = =15k (with So = 0) and T =
6. Let $1, $2, . .. be a sequence of independent Exp(1) random variables. Define Sn = =15k (with So = 0) and T = inf{n : 5 > 1}. Show that T is a stopping time with respect to the natural filtration of the {{, } and use martingale arguments to compute E ST
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