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Problem 5.3. Let {WI], ..., {We} be independent SBMs. The Red-valued process {Wt} defined as We = (wi ... we. ) What is the probability

Problem 5.3. Let {WI], ..., {We} be independent SBMs. The Red-valued process {Wt} defined as We = (wi ... we. ) What is the probability distribution of Wt? Note that, for each t 2 0, Wt is an Rd-valued random variable

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