22. Suppose {Xn, n ≥ 1} are random variables on the probability space (2, B, P) and define the induced random walk by So = 0, Let Sn=Xi, n ≥ 1. Exi, 2 i=1 T := inf{n > 0: Sn>0} be the first upgoing ladder time. Prove r is a random variable. Assume we know T (w) <∞o for all we S2. Prove S, is a random variable.
22. Suppose {Xn, n ≥ 1} are random variables on the probability space (2, B, P) and define the induced random walk by So = 0, Let Sn=Xi, n ≥ 1. Exi, 2 i=1 T := inf{n > 0: Sn>0} be the first upgoing ladder time. Prove r is a random variable. Assume we know T (w) <∞o for all we S2. Prove S, is a random variable.
Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 32E
Related questions
Question
![22. Suppose {Xn, n ≥ 1} are random variables on the probability space (2, B, P)
and define the induced random walk by
Let
So=0, Sn=X₁, n ≥ 1.
i=1
T := inf{n > 0: Sn > 0}
be the first upgoing ladder time. Prove T is a random variable. Assume we
know T (w) < ∞o for all we 2. Prove S, is a random variable.](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F9cf350fc-bf49-4013-8d42-7f8341c2f7de%2F017fc778-53cb-4919-bdc4-023770290040%2F85h2mye_processed.jpeg&w=3840&q=75)
Transcribed Image Text:22. Suppose {Xn, n ≥ 1} are random variables on the probability space (2, B, P)
and define the induced random walk by
Let
So=0, Sn=X₁, n ≥ 1.
i=1
T := inf{n > 0: Sn > 0}
be the first upgoing ladder time. Prove T is a random variable. Assume we
know T (w) < ∞o for all we 2. Prove S, is a random variable.
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