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Moments of random walk with fixed end point

โœ Scribed by Adam Lipowski; Dorota Lipowska


Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
309 KB
Volume
199
Category
Article
ISSN
0378-4371

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Let {Sn } be the sequence of partial sums of independent identically distributed random variables with negative mean. Necessary and sumcient conditions are obtained for Efp(M~ ) to be finite, where ~(x) is a non-decreasing submultiplicative function, i.e. ~p(x + y)<~cp(x)c~(y), and Moยข = sup{0, Si,

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agrees with F on &Y, we have that L -G has a zero in U. Otherwise, F is L-inessential in Kau(o, C; L), i.e., there exists G E Ksv (0, C; L) which agrees with F on dU and L -G is zero free on U. Two maps F, G E Ka~r(u,C; L) are homotopic in Kau(D, C; L) written F = G in Ka,y(D, C; L) if there is a co