Let V(s) Uns (cf. the note preceding problem 15). Prove that Vo(a)(s) when x <0 and V(s)
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Let V(s) Uns" (cf. the note preceding problem 15). Prove that Vo(a)(s) when x <0 and V(s) = Vo(s)(s) when x 0, where (s) and (s) are defined in (4.8). Moreover, Vo(s) = (1-4pqs)-. Note: These relations follow directly from the fact that (s) and 12(s) are generating functions of first-passage times as explained at the conclusion of section 4.
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An Introduction To Probability Theory And Its Applications Volume 1
ISBN: 9780471257110
3rd Edition
Authors: William Feller
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