Let S n be a simple symmetric random walk; Let Y be a bounded symmetric random variable that takes values only in Z. (Y being symmetric means that Y and −Y have the same law.) Does there necessarily...


Let Sn
be a simple symmetric random walk; Let Y be a bounded symmetric random variable that takes values only in Z. (Y being symmetric means that Y and −Y have the same law.) Does there necessarily exist a stopping time N such that SN and Y have the same law? Why or why not?




Chapter 16




May 04, 2022
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