Due by April 20, 2016

problems from Chapters 9, Section 9.5

5 , 8 , 14 (counter example for Fubini)

Also see Ramrk p 108

Fill in some details for this Momment Generating Function Calculation so you can apply Proposition 9.2.1

 

Problems from Chapter 10

Re Theorem 10.1.1.  Show (3) implies (4) [Skoorokhod Representation]  The proof is in the text but you should try to fill in the details for these steps

Section 10.3 :  3 , 7 , 10

 

Chapter 11, Section 11.5

4 , 5