Question

In: Statistics and Probability

Prove that P[Ta < ∞] = 1, where Ta is the time it takes for a...

  1. Prove that P[Ta < ∞] = 1, where Ta is the time it takes for a standard Brownian motion process to hit value a.

Solutions

Expert Solution


Related Solutions

If p,p+2 are twin primes, prove 4((p−1)!+1)+p≡0 modp(p+2)
If p,p+2 are twin primes, prove 4((p−1)!+1)+p≡0 modp(p+2)
Prove that an abelian group G of order 2000 is the direct product PxQ where P...
Prove that an abelian group G of order 2000 is the direct product PxQ where P is the Sylow-2 subgroup of G, and Q the Sylow-5 subgroup of G. (So order of P=16 and order or Q=125).
Let p be an integer other than 0, ±1. (a) Prove that p is prime if...
Let p be an integer other than 0, ±1. (a) Prove that p is prime if and only if it has the property that whenever r and s are integers such that p = rs, then either r = ±1 or s = ±1. (b) Prove that p is prime if and only if it has the property that whenever b and c are integers such that p | bc, then either p | b or p | c.
prove that sign p=sign ^-p (if p is a permutation).
prove that sign p=sign ^-p (if p is a permutation).
*(4) (a) Prove that if p=(x,y) is in the set where y<x and if r=distance from...
*(4) (a) Prove that if p=(x,y) is in the set where y<x and if r=distance from p to the line y=x then the ball about p of radius r does not intersect with the line y=x. (b) Prove that the set where y<c is an open set. Justify your answer
Prove that for all integers n ≥ 2, the number p(n) − p(n − 1) is...
Prove that for all integers n ≥ 2, the number p(n) − p(n − 1) is equal to the number of partitions of n in which the two largest parts are equal.
TA is considering investing in one of the following two projects, where the chosen project will...
TA is considering investing in one of the following two projects, where the chosen project will be replicated repeatedly in the future: Project X Project Y Initial investment $100,000 $125,000 Life of project 3 years 4 years Annual after-tax cash flows Year 1: $45,000 Year 1: $47,000 Year 2: $45,000 Year 2: $47,000 Year 3: $70,000 Year 3: $47,000 Year 4: $67,000 Required rate of return 10% 10% Which project is most beneficial for TA, and what is its EAA?...
Suppose demand takes the form P = 10 – 2Q and supply takes the form P...
Suppose demand takes the form P = 10 – 2Q and supply takes the form P = 2 + 2Q. Find the market equilibrium (2) How much total revenue (i.e. P*Q) will the firm receive at this equilibrium? (2) Suppose the government decides to impose a price floor on dairy products to prevent dairy farms from closing down. If the market for a case of milk takes the form of: Demand: P = 100 – 10Q Supply: P = 10Q...
Suppose that a signal s that takes on values 1 and -1, with probability p and...
Suppose that a signal s that takes on values 1 and -1, with probability p and 1-p respectively, is sent from location A. The signal received at location B is Normally distributed with parameters (s, 2). Find the best estimate of the signal sent, in the Maximum Likelihood Estimate sense, if R, the value received at location B, is equal to r.
Suppose that a signal s that takes on values 1 and -1, with probability p and...
Suppose that a signal s that takes on values 1 and -1, with probability p and 1-p respectively, is sent from location A. The signal received at location B is Normally distributed with parameters (s, 2). Find the best estimate of the signal sent, in the Maximum A Posteriori sense, if R, the value received at location B, is equal to r.
ADVERTISEMENT
ADVERTISEMENT
ADVERTISEMENT