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Mathematics
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xenuti
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All Questions Answers
Score Newest
question
3
If $X$ and $Y$ are two independent random variables and $X$ and $X-Y$ are also independent then $X$ is a constant almost surely.
Oct 14, 2022
question
2
Prove that $Z_{n} = X_{n} 1_{ (T>n)} + Y_{n} 1_{ (T \leq n)}$ is a supermartingale.
Mar 11
answer
2
Prove that $Z_{n} = X_{n} 1_{ (T>n)} + Y_{n} 1_{ (T \leq n)}$ is a supermartingale.
Mar 11

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